+64.2%
T vs OMC
+29.1%
+35.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.2% |
| 7D | -3.1% | -4.2% | +1.1% | -2.5% |
| 30D | +4.6% | -7.5% | +12.1% | +5.7% |
| 3M | +12.2% | +4.6% | +7.6% | +11.5% |
| 6M | -6.5% | -4.8% | -1.6% | -6.0% |
| YTD | +4.9% | -1.0% | +5.9% | +4.7% |
| 1Y | -10.5% | +3.8% | -14.3% | -11.5% |
| 3Y | +104.6% | +10.2% | +94.4% | +96.5% |
| 5Y | +64.2% | +29.7% | +34.5% | +38.9% |
| All | +64.2% | +29.1% | +35.1% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling