+7.7%
V vs OMC
+9.8%
-2.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -1.7% | -6.4% | +4.7% | -0.7% |
| 30D | +2.0% | +1.1% | +0.8% | +1.8% |
| 3M | +17.4% | +10.4% | +7.0% | +15.6% |
| 6M | +17.5% | -1.7% | +19.2% | +16.9% |
| YTD | +7.6% | +4.4% | +3.1% | +7.4% |
| 1Y | +7.7% | +8.4% | -0.7% | +6.4% |
| All | +7.7% | +9.8% | -2.0% | +6.4% |
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