+71.2%
SU vs OMC
+9.8%
+61.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.8% |
| 7D | +3.6% | -6.4% | +10.0% | +3.4% |
| 30D | +7.9% | +1.1% | +6.8% | +7.9% |
| 3M | +3.5% | +10.4% | -6.9% | +3.2% |
| 6M | +19.0% | -1.7% | +20.7% | +18.9% |
| YTD | +55.0% | +4.4% | +50.5% | +54.0% |
| 1Y | +71.2% | +8.4% | +62.8% | +71.2% |
| All | +71.2% | +9.8% | +61.5% | +71.2% |
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