+92.7%
USB vs OMC
+53.6%
+39.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -1.5% | +7.6% | -9.0% | -5.3% |
| 30D | +4.3% | +16.0% | -11.7% | -3.9% |
| 3M | -6.1% | +7.7% | -13.8% | -10.4% |
| 6M | +9.4% | +14.5% | -5.1% | -0.1% |
| YTD | +15.2% | +11.2% | +3.9% | +4.5% |
| 1Y | +32.8% | +23.6% | +9.2% | +12.4% |
| 3Y | +91.3% | +24.7% | +66.6% | +55.9% |
| 5Y | +22.7% | +51.3% | -28.7% | -16.1% |
| All | +92.7% | +53.6% | +39.1% | +21.3% |
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