-38.4%
U vs OMC
+85.6%
-124.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.9% |
| 7D | 0.0% | -6.2% | +6.2% | +3.5% |
| 30D | -4.1% | -7.6% | +3.5% | -0.1% |
| 3M | +57.8% | +7.4% | +50.4% | +50.4% |
| 6M | +103.5% | +0.1% | +103.4% | +101.4% |
| YTD | -4.8% | +0.4% | -5.2% | -6.3% |
| 1Y | -2.4% | +7.8% | -10.2% | -8.9% |
| 3Y | +11.7% | +11.8% | -0.2% | +1.6% |
| 5Y | -68.9% | +32.5% | -101.3% | -71.6% |
| All | -38.4% | +85.6% | -124.1% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling