+64.4%
UL vs OMC
+34.2%
+30.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -3.4% | -4.4% | +1.0% | -2.5% |
| 30D | +0.5% | -7.6% | +8.1% | +2.0% |
| 3M | +7.2% | +4.5% | +2.7% | +6.2% |
| 6M | -3.1% | -0.3% | -2.8% | -3.2% |
| YTD | -2.7% | -0.1% | -2.6% | -3.4% |
| 1Y | -10.2% | +4.6% | -14.9% | -11.9% |
| 3Y | +20.3% | +10.5% | +9.8% | +14.9% |
| 5Y | +19.9% | +31.7% | -11.8% | +7.8% |
| All | +64.4% | +34.2% | +30.1% | +41.5% |
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 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