+10,532.8%
TER vs OMC
+6,536.5%
+3,996.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +5.9% | +1.6% | +4.3% | +5.2% |
| 30D | -30.8% | +15.3% | -46.1% | -36.7% |
| 3M | -29.9% | +4.5% | -34.4% | -33.2% |
| 6M | -27.5% | +20.8% | -48.2% | -38.3% |
| YTD | +37.5% | +13.5% | +24.0% | +17.2% |
| 1Y | +50.3% | +25.2% | +25.0% | +20.0% |
| 3Y | +204.9% | +30.5% | +174.4% | +132.0% |
| 5Y | +89.2% | +52.7% | +36.5% | +30.1% |
| 10Y | +1,077.0% | +55.2% | +1,021.7% | +630.0% |
| All | +10,532.8% | +6,536.5% | +3,996.4% | +1,685.8% |
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 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