-72.4%
U vs OMC
+53.9%
-126.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | +24.4% | +6.8% | +17.5% | +18.1% |
| 30D | +7.4% | +16.2% | -8.8% | -4.8% |
| 3M | +16.8% | +6.0% | +10.8% | +10.7% |
| 6M | +78.8% | +17.7% | +61.0% | +53.9% |
| YTD | +14.0% | +13.5% | +0.5% | 0.0% |
| 1Y | +16.7% | +27.2% | -10.5% | -8.4% |
| 3Y | +86.4% | +30.4% | +56.0% | +30.3% |
| All | -72.4% | +53.9% | -126.2% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling