+1,802.9%
TER vs OMC
+35.0%
+1,768.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.1% |
| 7D | +9.4% | -6.2% | +15.6% | +11.9% |
| 30D | -2.4% | -7.6% | +5.1% | +0.1% |
| 3M | +6.5% | +7.4% | -0.9% | +0.5% |
| 6M | +23.2% | +0.1% | +23.0% | +19.6% |
| YTD | +91.5% | +0.4% | +91.0% | +81.6% |
| 1Y | +214.8% | +7.8% | +207.0% | +183.5% |
| 3Y | +275.3% | +11.8% | +263.5% | +228.4% |
| 5Y | +211.9% | +32.5% | +179.5% | +150.2% |
| All | +1,802.9% | +35.0% | +1,768.0% | +1,323.9% |
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 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