-9.3%
UL vs OMC
+9.8%
-19.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | -1.3% | -6.4% | +5.1% | -0.3% |
| 30D | +0.5% | +1.1% | -0.6% | +0.3% |
| 3M | +17.6% | +10.4% | +7.2% | +16.2% |
| 6M | -5.4% | -1.7% | -3.7% | -5.8% |
| YTD | +0.7% | +4.4% | -3.7% | +0.8% |
| 1Y | -9.3% | +8.4% | -17.7% | -10.5% |
| All | -9.3% | +9.8% | -19.0% | -10.5% |
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