+98.5%
DAL vs OMC
+15.0%
+83.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.9% |
| 7D | +0.1% | -6.4% | +6.5% | +2.8% |
| 30D | -13.9% | +1.1% | -15.0% | -14.6% |
| 3M | +1.1% | +10.4% | -9.3% | -3.9% |
| 6M | +26.2% | -1.7% | +27.9% | +26.2% |
| YTD | +16.4% | +4.4% | +12.0% | +12.8% |
| 1Y | +33.9% | +8.4% | +25.4% | +25.2% |
| All | +98.5% | +15.0% | +83.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling