+13.5%
U vs OMC
+12.9%
+0.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | +4.5% | -5.8% | +10.2% | +7.8% |
| 30D | -0.6% | -4.8% | +4.2% | +2.1% |
| 3M | +48.4% | +9.2% | +39.2% | +40.0% |
| 6M | +115.4% | -2.5% | +117.9% | +116.8% |
| YTD | -3.2% | +2.6% | -5.8% | -5.6% |
| 1Y | -6.0% | +5.9% | -12.0% | -11.1% |
| 3Y | +13.5% | +14.2% | -0.7% | -9.2% |
| All | +13.5% | +12.9% | +0.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling