+0.1%
SO vs OMC
+2.6%
-2.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | 0.0% | -4.2% | +4.3% | +0.4% |
| 30D | -2.5% | -7.5% | +5.0% | -1.8% |
| 3M | -4.2% | +4.6% | -8.8% | -4.7% |
| 6M | -7.7% | -4.8% | -2.8% | -7.2% |
| YTD | +3.8% | -1.0% | +4.8% | +2.9% |
| 1Y | +0.1% | +3.8% | -3.8% | -0.6% |
| All | +0.1% | +2.6% | -2.6% | -0.6% |
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