+42.1%
U vs OMC
+24.0%
+18.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.7% |
| 7D | +2.6% | +1.9% | +0.7% | +1.8% |
| 30D | +27.6% | +12.2% | +15.4% | +21.4% |
| 3M | +15.3% | +0.6% | +14.7% | +14.6% |
| 6M | +96.4% | +21.0% | +75.4% | +80.0% |
| YTD | +19.6% | +12.4% | +7.2% | +11.3% |
| 1Y | +42.1% | +25.4% | +16.7% | +32.3% |
| All | +42.1% | +24.0% | +18.1% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling