+455.5%
V vs OMC
+56.4%
+399.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.8% | +6.8% | -6.0% | -1.6% |
| 30D | +9.9% | +16.2% | -6.2% | +4.2% |
| 3M | +17.5% | +6.0% | +11.5% | +14.8% |
| 6M | +33.5% | +17.7% | +15.7% | +24.9% |
| YTD | +21.6% | +13.5% | +8.1% | +14.1% |
| 1Y | +27.6% | +27.2% | +0.4% | +14.3% |
| 3Y | +76.4% | +30.4% | +46.0% | +51.8% |
| 5Y | +103.8% | +53.5% | +50.3% | +59.1% |
| 10Y | +455.5% | +57.0% | +398.5% | +302.3% |
| All | +455.5% | +56.4% | +399.1% | +302.3% |
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