-67.0%
SE vs OMC
+32.6%
-99.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.1% |
| 7D | +0.6% | -5.8% | +6.4% | +3.6% |
| 30D | -0.1% | -4.8% | +4.7% | +2.3% |
| 3M | +34.1% | +9.2% | +24.9% | +26.6% |
| 6M | +23.2% | -2.5% | +25.7% | +23.7% |
| YTD | -11.2% | +2.6% | -13.7% | -14.1% |
| 1Y | -40.5% | +5.9% | -46.5% | -44.4% |
| 3Y | +196.3% | +14.2% | +182.1% | +138.9% |
| 5Y | -67.0% | +33.2% | -100.3% | -76.3% |
| All | -67.0% | +32.6% | -99.7% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling