+52.5%
SO vs OMC
+29.2%
+23.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.1% | +1.0% |
| 7D | -1.1% | +5.4% | -6.5% | -1.7% |
| 30D | +8.6% | +15.7% | -7.1% | +6.7% |
| 3M | +1.8% | +4.9% | -3.1% | +1.1% |
| 6M | +3.6% | +17.3% | -13.6% | +1.5% |
| YTD | +9.9% | +13.0% | -3.1% | +7.7% |
| 1Y | +5.7% | +24.1% | -18.4% | +2.3% |
| 3Y | +52.5% | +31.2% | +21.3% | +43.1% |
| All | +52.5% | +29.2% | +23.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling