+67.1%
V vs OMC
+32.6%
+34.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -1.1% | -5.8% | +4.7% | +0.6% |
| 30D | +1.9% | -4.8% | +6.7% | +3.3% |
| 3M | +15.5% | +9.2% | +6.3% | +12.1% |
| 6M | +16.6% | -2.5% | +19.1% | +16.8% |
| YTD | +5.7% | +2.6% | +3.2% | +3.8% |
| 1Y | +8.6% | +5.9% | +2.6% | +5.0% |
| 3Y | +52.5% | +14.2% | +38.3% | +39.0% |
| 5Y | +67.1% | +33.2% | +33.9% | +32.5% |
| All | +67.1% | +32.6% | +34.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling