+108.7%
USB vs OMC
+35.0%
+73.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.1% |
| 7D | +1.4% | -6.4% | +7.9% | +4.9% |
| 30D | -1.3% | +1.1% | -2.4% | -2.3% |
| 3M | +15.2% | +10.4% | +4.8% | +7.9% |
| 6M | +18.8% | -1.7% | +20.5% | +18.2% |
| YTD | +21.0% | +4.4% | +16.6% | +14.0% |
| 1Y | +34.0% | +8.4% | +25.6% | +22.1% |
| 3Y | +95.3% | +14.4% | +80.9% | +68.1% |
| 5Y | +40.4% | +33.9% | +6.5% | +3.8% |
| All | +108.7% | +35.0% | +73.7% | +36.2% |
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