+3,340.1%
V vs OMC
+253.3%
+3,086.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | +1.6% | -3.9% | -3.0% |
| 30D | +9.5% | +15.3% | -5.8% | +2.6% |
| 3M | +17.5% | +4.5% | +13.0% | +14.8% |
| 6M | +32.2% | +20.8% | +11.4% | +20.0% |
| YTD | +22.3% | +13.5% | +8.8% | +12.3% |
| 1Y | +26.8% | +25.2% | +1.6% | +10.7% |
| 3Y | +77.5% | +30.5% | +47.0% | +46.3% |
| 5Y | +110.1% | +52.7% | +57.4% | +54.2% |
| 10Y | +458.8% | +55.2% | +403.5% | +274.6% |
| All | +3,340.1% | +253.3% | +3,086.8% | +1,271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling