-53.3%
W vs OMC
+53.9%
-107.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +1.1% | +6.8% | -5.7% | -3.9% |
| 30D | +6.4% | +16.2% | -9.7% | -5.8% |
| 3M | +9.0% | +6.0% | +2.9% | +3.2% |
| 6M | +69.8% | +17.7% | +52.1% | +46.9% |
| YTD | +12.1% | +13.5% | -1.4% | -3.9% |
| 1Y | 0.0% | +27.2% | -27.2% | -24.2% |
| 3Y | +160.3% | +30.4% | +129.9% | +82.3% |
| 5Y | -53.3% | +53.5% | -106.8% | -65.9% |
| All | -53.3% | +53.9% | -107.2% | -65.9% |
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