+162.0%
SO vs OMC
+29.9%
+132.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.1% |
| 7D | 0.0% | -4.2% | +4.3% | +1.0% |
| 30D | -2.5% | -7.5% | +5.0% | -0.9% |
| 3M | -4.2% | +4.6% | -8.8% | -5.6% |
| 6M | -7.7% | -4.8% | -2.8% | -7.2% |
| YTD | +3.8% | -1.0% | +4.8% | +2.8% |
| 1Y | +0.1% | +3.8% | -3.8% | -2.4% |
| 3Y | +44.2% | +10.2% | +34.0% | +35.7% |
| 5Y | +57.9% | +29.7% | +28.1% | +36.7% |
| 10Y | +162.0% | +32.3% | +129.7% | +102.3% |
| All | +162.0% | +29.9% | +132.1% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling