-73.1%
SMR vs OMC
+9.8%
-82.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -1.0% |
| 7D | +4.4% | -6.4% | +10.8% | +3.2% |
| 30D | +3.4% | +1.1% | +2.3% | +3.7% |
| 3M | -19.2% | +10.4% | -29.6% | -17.4% |
| 6M | -22.6% | -1.7% | -20.9% | -23.0% |
| YTD | -31.5% | +4.4% | -36.0% | -34.2% |
| 1Y | -73.1% | +8.4% | -81.5% | -73.4% |
| All | -73.1% | +9.8% | -82.8% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling