+1,622.6%
T vs OMC
+6,384.1%
-4,761.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -2.9% | +10.6% | -13.6% | -5.7% |
| 3M | -7.5% | +2.6% | -10.1% | -8.3% |
| 6M | -9.9% | +16.6% | -26.5% | -14.1% |
| YTD | -6.4% | +10.9% | -17.4% | -10.6% |
| 1Y | -9.4% | +22.1% | -31.5% | -15.9% |
| 3Y | +64.9% | +27.5% | +37.4% | +47.8% |
| 5Y | +57.0% | +50.6% | +6.3% | +30.8% |
| 10Y | +60.8% | +51.7% | +9.1% | +29.6% |
| All | +1,622.6% | +6,384.1% | -4,761.5% | +563.6% |
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