+14,183.4%
TER vs OMC
+6,006.3%
+8,177.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +6.9% |
| 7D | +0.6% | -6.4% | +7.0% | +4.1% |
| 30D | -8.3% | +1.1% | -9.4% | -9.5% |
| 3M | -12.2% | +10.4% | -22.6% | -19.8% |
| 6M | +17.1% | -1.7% | +18.8% | +13.6% |
| YTD | +84.7% | +4.4% | +80.2% | +67.7% |
| 1Y | +199.9% | +8.4% | +191.5% | +161.6% |
| 3Y | +232.8% | +14.4% | +218.4% | +177.8% |
| 5Y | +198.6% | +33.9% | +164.7% | +124.5% |
| 10Y | +1,669.7% | +34.9% | +1,634.9% | +1,112.3% |
| All | +14,183.4% | +6,006.3% | +8,177.2% | +2,455.6% |
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