+35.9%
UL vs OMC
+29.7%
+6.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +1.1% | +1.9% | -0.7% | +0.8% |
| 30D | +4.5% | +12.2% | -7.7% | +2.5% |
| 3M | +6.5% | +0.6% | +5.9% | +6.2% |
| 6M | +18.2% | +21.0% | -2.8% | +14.7% |
| YTD | +4.7% | +12.4% | -7.7% | +2.6% |
| 1Y | +0.8% | +25.4% | -24.6% | -2.9% |
| 3Y | +35.9% | +29.2% | +6.7% | +28.8% |
| All | +35.9% | +29.7% | +6.2% | +28.8% |
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