+55.3%
V vs OMC
+14.6%
+40.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | -1.7% | -6.4% | +4.7% | -0.4% |
| 30D | +2.0% | +1.1% | +0.8% | +1.6% |
| 3M | +17.4% | +10.4% | +7.0% | +14.6% |
| 6M | +17.5% | -1.7% | +19.2% | +17.4% |
| YTD | +7.6% | +4.4% | +3.1% | +6.2% |
| 1Y | +7.7% | +8.4% | -0.7% | +5.0% |
| All | +55.3% | +14.6% | +40.7% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling