+84.9%
USB vs OMC
+56.4%
+28.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +1.4% | +6.8% | -5.4% | -2.2% |
| 30D | +6.4% | +16.2% | -9.7% | -2.0% |
| 3M | -4.5% | +6.0% | -10.5% | -8.1% |
| 6M | +11.4% | +17.7% | -6.3% | +0.2% |
| YTD | +17.1% | +13.5% | +3.6% | +5.1% |
| 1Y | +32.6% | +27.2% | +5.4% | +10.5% |
| 3Y | +101.8% | +30.4% | +71.4% | +60.1% |
| 5Y | +25.1% | +53.5% | -28.4% | -15.0% |
| 10Y | +84.9% | +57.0% | +27.9% | +14.2% |
| All | +84.9% | +56.4% | +28.4% | +14.2% |
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