+8,438.8%
USB vs OMC
+6,006.3%
+2,432.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.8% |
| 7D | +1.4% | -6.4% | +7.9% | +4.2% |
| 30D | -1.3% | +1.1% | -2.4% | -2.1% |
| 3M | +15.2% | +10.4% | +4.8% | +9.6% |
| 6M | +18.8% | -1.7% | +20.5% | +18.4% |
| YTD | +21.0% | +4.4% | +16.6% | +15.6% |
| 1Y | +34.0% | +8.4% | +25.6% | +25.0% |
| 3Y | +95.3% | +14.4% | +80.9% | +76.4% |
| 5Y | +40.4% | +33.9% | +6.5% | +16.0% |
| 10Y | +107.3% | +34.9% | +72.5% | +67.9% |
| All | +8,438.8% | +6,006.3% | +2,432.6% | +3,448.3% |
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 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