+234.1%
TER vs OMC
+2.6%
+231.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +1.5% |
| 7D | +12.4% | -4.2% | +16.6% | +10.3% |
| 30D | +5.1% | -7.5% | +12.6% | +1.9% |
| 3M | +4.0% | +4.6% | -0.7% | +6.9% |
| 6M | +29.5% | -4.8% | +34.4% | +29.4% |
| YTD | +98.5% | -1.0% | +99.5% | +99.8% |
| 1Y | +234.1% | +3.8% | +230.2% | +241.9% |
| All | +234.1% | +2.6% | +231.4% | +241.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling