+580.0%
XYZ vs OMC
+32.3%
+547.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.3% |
| 7D | +2.9% | -5.8% | +8.6% | +5.8% |
| 30D | +1.4% | -4.8% | +6.2% | +3.8% |
| 3M | +14.6% | +9.2% | +5.3% | +8.3% |
| 6M | +20.8% | -2.5% | +23.2% | +21.1% |
| YTD | +23.1% | +2.6% | +20.5% | +18.8% |
| 1Y | +5.6% | +5.9% | -0.3% | -1.0% |
| 3Y | +50.9% | +14.2% | +36.7% | +33.1% |
| 5Y | -68.6% | +33.2% | -101.8% | -73.6% |
| 10Y | +580.0% | +33.4% | +546.6% | +431.0% |
| All | +580.0% | +32.3% | +547.7% | +431.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling