+58.7%
SO vs OMC
+32.6%
+26.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | +1.0% | -5.8% | +6.8% | +1.7% |
| 30D | -3.2% | -4.8% | +1.6% | -2.7% |
| 3M | -1.7% | +9.2% | -10.9% | -2.9% |
| 6M | -7.2% | -2.5% | -4.7% | -7.1% |
| YTD | +4.6% | +2.6% | +2.0% | +3.6% |
| 1Y | +1.2% | +5.9% | -4.7% | -0.2% |
| 3Y | +45.3% | +14.2% | +31.1% | +40.3% |
| 5Y | +58.7% | +33.2% | +25.5% | +44.8% |
| All | +58.7% | +32.6% | +26.1% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling