+6,371.5%
SO vs OMC
+6,536.5%
-164.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | +7.8% | +15.3% | -7.5% | +5.5% |
| 3M | +2.9% | +4.5% | -1.5% | +2.1% |
| 6M | +2.5% | +20.8% | -18.3% | -0.8% |
| YTD | +10.3% | +13.5% | -3.2% | +7.3% |
| 1Y | +6.4% | +25.2% | -18.9% | +1.8% |
| 3Y | +52.8% | +30.5% | +22.3% | +43.9% |
| 5Y | +78.7% | +52.7% | +26.0% | +62.1% |
| 10Y | +196.3% | +55.2% | +141.1% | +161.7% |
| All | +6,371.5% | +6,536.5% | -164.9% | +3,918.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling