+29.3%
V vs OMC
+24.5%
+4.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +2.9% |
| 7D | +9.0% | +12.5% | -3.5% | +6.7% |
| 30D | +18.1% | +16.3% | +1.8% | +15.1% |
| 3M | +18.3% | +8.1% | +10.3% | +16.5% |
| 6M | +34.1% | +17.2% | +16.9% | +30.4% |
| YTD | +25.2% | +11.8% | +13.5% | +23.5% |
| 1Y | +29.3% | +23.9% | +5.4% | +24.9% |
| All | +29.3% | +24.5% | +4.8% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling