+2,653.9%
UL vs OMC
+6,006.3%
-3,352.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | -1.3% | -6.4% | +5.1% | 0.0% |
| 30D | +0.5% | +1.1% | -0.6% | +0.1% |
| 3M | +17.6% | +10.4% | +7.2% | +14.8% |
| 6M | -5.4% | -1.7% | -3.7% | -5.3% |
| YTD | +0.7% | +4.4% | -3.7% | -1.2% |
| 1Y | -9.3% | +8.4% | -17.7% | -11.9% |
| 3Y | +24.5% | +14.4% | +10.1% | +17.7% |
| 5Y | +23.2% | +33.9% | -10.7% | +10.4% |
| 10Y | +64.5% | +34.9% | +29.6% | +41.8% |
| All | +2,653.9% | +6,006.3% | -3,352.4% | +1,293.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling