+163.6%
W vs OMC
+81.6%
+82.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +4.1% |
| 7D | -4.2% | -6.4% | +2.2% | -0.2% |
| 30D | -7.6% | +1.1% | -8.7% | -8.6% |
| 3M | +37.2% | +10.4% | +26.8% | +28.3% |
| 6M | +26.3% | -1.7% | +28.0% | +27.0% |
| YTD | -1.0% | +4.4% | -5.4% | -7.2% |
| 1Y | +20.1% | +8.4% | +11.6% | +8.5% |
| 3Y | +37.8% | +14.4% | +23.4% | +21.8% |
| 5Y | -63.7% | +33.9% | -97.5% | -69.9% |
| 10Y | +156.3% | +34.9% | +121.5% | +98.5% |
| All | +163.6% | +81.6% | +82.0% | +62.8% |
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