-62.1%
W vs OMC
+32.6%
-94.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +2.0% |
| 7D | +6.5% | -5.8% | +12.2% | +11.4% |
| 30D | -6.2% | -4.8% | -1.4% | -2.8% |
| 3M | +48.9% | +9.2% | +39.6% | +37.4% |
| 6M | +31.2% | -2.5% | +33.7% | +32.7% |
| YTD | -0.4% | +2.6% | -3.0% | -7.1% |
| 1Y | +14.8% | +5.9% | +8.9% | +1.6% |
| 3Y | +40.5% | +14.2% | +26.3% | +11.8% |
| 5Y | -62.1% | +33.2% | -95.4% | -72.2% |
| All | -62.1% | +32.6% | -94.8% | -72.2% |
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