+27.6%
V vs OMC
+24.9%
+2.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.8% | +6.8% | -6.0% | -0.4% |
| 30D | +9.9% | +16.2% | -6.2% | +7.1% |
| 3M | +17.5% | +6.0% | +11.5% | +16.0% |
| 6M | +33.5% | +17.7% | +15.7% | +29.6% |
| YTD | +21.6% | +13.5% | +8.1% | +19.6% |
| 1Y | +27.6% | +27.2% | +0.4% | +23.1% |
| All | +27.6% | +24.9% | +2.7% | +23.1% |
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