+638.0%
XYZ vs OMC
+56.1%
+581.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.3% |
| 7D | +14.9% | +5.4% | +9.5% | +12.1% |
| 30D | +14.7% | +15.7% | -1.1% | +6.5% |
| 3M | +12.1% | +4.9% | +7.2% | +9.2% |
| 6M | +18.3% | +17.3% | +1.0% | +7.6% |
| YTD | +36.1% | +13.0% | +23.0% | +25.0% |
| 1Y | +35.3% | +24.1% | +11.2% | +17.2% |
| 3Y | +73.5% | +31.2% | +42.3% | +41.8% |
| 5Y | -61.6% | +53.4% | -115.0% | -69.8% |
| 10Y | +638.0% | +55.5% | +582.5% | +439.8% |
| All | +638.0% | +56.1% | +581.9% | +439.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling