+533.2%
XYZ vs OMC
+63.7%
+469.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.6% |
| 7D | -1.0% | -6.4% | +5.4% | +2.3% |
| 30D | -1.7% | +1.1% | -2.8% | -2.6% |
| 3M | +16.7% | +10.4% | +6.3% | +9.6% |
| 6M | +26.9% | -1.7% | +28.6% | +26.6% |
| YTD | +27.1% | +4.4% | +22.7% | +21.5% |
| 1Y | +9.3% | +8.4% | +0.8% | +1.0% |
| 3Y | +42.3% | +14.4% | +27.9% | +25.3% |
| 5Y | -69.3% | +33.9% | -103.2% | -74.4% |
| 10Y | +586.8% | +34.9% | +552.0% | +441.6% |
| All | +533.2% | +63.7% | +469.5% | +336.7% |
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