+126.4%
DAL vs OMC
+32.3%
+94.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.3% |
| 7D | +3.4% | -5.8% | +9.1% | +7.2% |
| 30D | -13.6% | -4.8% | -8.7% | -11.0% |
| 3M | +1.2% | +9.2% | -8.0% | -6.0% |
| 6M | +34.5% | -2.5% | +37.0% | +34.3% |
| YTD | +14.7% | +2.6% | +12.1% | +7.3% |
| 1Y | +29.2% | +5.9% | +23.3% | +16.2% |
| 3Y | +100.0% | +14.2% | +85.8% | +66.1% |
| 5Y | +106.3% | +33.2% | +73.1% | +47.1% |
| 10Y | +126.4% | +33.4% | +93.0% | +46.8% |
| All | +126.4% | +32.3% | +94.1% | +46.8% |
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