+102.9%
T vs OMC
+9.5%
+93.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.4% |
| 7D | -3.1% | -4.2% | +1.1% | -2.7% |
| 30D | +4.6% | -7.5% | +12.1% | +5.3% |
| 3M | +12.2% | +4.6% | +7.6% | +12.0% |
| 6M | -6.5% | -4.8% | -1.6% | -6.1% |
| YTD | +4.9% | -1.0% | +5.9% | +5.2% |
| 1Y | -10.5% | +3.8% | -14.3% | -10.8% |
| All | +102.9% | +9.5% | +93.4% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling