+20.1%
W vs OMC
+9.8%
+10.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.1% |
| 7D | -4.2% | -6.4% | +2.2% | -2.8% |
| 30D | -7.6% | +1.1% | -8.7% | -7.9% |
| 3M | +37.2% | +10.4% | +26.8% | +35.6% |
| 6M | +26.3% | -1.7% | +28.0% | +24.2% |
| YTD | -1.0% | +4.4% | -5.4% | +2.9% |
| 1Y | +20.1% | +8.4% | +11.6% | +21.0% |
| All | +20.1% | +9.8% | +10.3% | +21.0% |
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