+210.2%
TER vs OMC
+31.0%
+179.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +5.9% | +1.6% | +4.3% | +5.8% |
| 30D | -30.8% | +15.3% | -46.1% | -31.1% |
| 3M | -29.9% | +4.5% | -34.4% | -29.8% |
| 6M | -27.5% | +20.8% | -48.2% | -29.8% |
| YTD | +37.5% | +13.5% | +24.0% | +34.8% |
| 1Y | +50.3% | +25.2% | +25.0% | +39.7% |
| All | +210.2% | +31.0% | +179.2% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling