+24.3%
W vs OMC
+24.5%
-0.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.2% | +5.8% | +9.4% |
| 7D | +8.4% | +12.5% | -4.2% | +4.8% |
| 30D | +16.5% | +16.3% | +0.2% | +11.7% |
| 3M | +6.4% | +8.1% | -1.6% | +3.8% |
| 6M | +90.5% | +17.2% | +73.4% | +83.8% |
| YTD | +23.1% | +11.8% | +11.3% | +27.4% |
| 1Y | +24.3% | +23.9% | +0.3% | +24.6% |
| All | +24.3% | +24.5% | -0.3% | +24.6% |
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