+8,398.6%
TPR vs OMC
+335.9%
+8,062.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +14.2% | +6.3% | +7.9% | +9.8% |
| 30D | +17.1% | +15.4% | +1.7% | +6.6% |
| 3M | -17.7% | +5.8% | -23.5% | -21.5% |
| 6M | -10.2% | +14.7% | -24.8% | -19.7% |
| YTD | +4.9% | +10.3% | -5.4% | -6.4% |
| 1Y | +36.1% | +23.2% | +12.9% | +12.0% |
| 3Y | +416.5% | +24.6% | +391.9% | +306.7% |
| 5Y | +254.8% | +50.1% | +204.7% | +143.1% |
| 10Y | +391.7% | +54.3% | +337.5% | +226.5% |
| All | +8,398.6% | +335.9% | +8,062.8% | +2,637.6% |
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