+196.4%
SO vs OMC
+53.0%
+143.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | +1.4% | +1.9% | -0.5% | +0.9% |
| 30D | +4.7% | +12.2% | -7.5% | +2.0% |
| 3M | +1.7% | +0.6% | +1.1% | +1.3% |
| 6M | +2.2% | +21.0% | -18.9% | -2.8% |
| YTD | +10.0% | +12.4% | -2.4% | +5.7% |
| 1Y | +6.0% | +25.4% | -19.4% | -0.9% |
| 3Y | +54.1% | +29.2% | +24.9% | +39.6% |
| 5Y | +79.6% | +52.6% | +27.0% | +49.6% |
| All | +196.4% | +53.0% | +143.4% | +121.8% |
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