+62,786.0%
SU vs OMC
+5,687.0%
+57,099.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.7% |
| 7D | +1.6% | -4.2% | +5.8% | +4.0% |
| 30D | +10.7% | -7.5% | +18.2% | +15.4% |
| 3M | +13.5% | +4.6% | +8.9% | +8.2% |
| 6M | +21.8% | -4.8% | +26.7% | +22.0% |
| YTD | +58.8% | -1.0% | +59.9% | +51.8% |
| 1Y | +72.0% | +3.8% | +68.2% | +57.7% |
| 3Y | +121.7% | +10.2% | +111.5% | +86.4% |
| 5Y | +350.4% | +29.7% | +320.7% | +223.8% |
| 10Y | +264.7% | +32.3% | +232.4% | +149.0% |
| All | +62,786.0% | +5,687.0% | +57,099.1% | -23.9% |
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