+86.2%
SU vs OMC
+24.5%
+61.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.2% | -9.7% | -4.2% |
| 7D | -7.1% | +12.5% | -19.6% | -6.5% |
| 30D | +4.8% | +16.3% | -11.5% | +5.6% |
| 3M | +12.5% | +8.1% | +4.4% | +13.0% |
| 6M | +6.5% | +17.2% | -10.7% | +6.6% |
| YTD | +65.8% | +11.8% | +54.0% | +65.4% |
| 1Y | +86.2% | +23.9% | +62.2% | +87.7% |
| All | +86.2% | +24.5% | +61.6% | +87.7% |
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