+1,077.0%
TER vs OMC
+57.3%
+1,019.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +5.9% | +1.6% | +4.3% | +5.4% |
| 30D | -30.8% | +15.3% | -46.1% | -34.7% |
| 3M | -29.9% | +4.5% | -34.4% | -32.0% |
| 6M | -27.5% | +20.8% | -48.2% | -35.3% |
| YTD | +37.5% | +13.5% | +24.0% | +23.4% |
| 1Y | +50.3% | +25.2% | +25.0% | +27.5% |
| 3Y | +204.9% | +30.5% | +174.4% | +148.5% |
| 5Y | +89.2% | +52.7% | +36.5% | +42.7% |
| 10Y | +1,077.0% | +55.2% | +1,021.7% | +746.8% |
| All | +1,077.0% | +57.3% | +1,019.6% | +746.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling