+392.2%
DAL vs OMC
+189.2%
+203.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.8% |
| 7D | +8.8% | +6.3% | +2.5% | +4.1% |
| 30D | +5.4% | +15.4% | -10.0% | -5.5% |
| 3M | -4.9% | +5.8% | -10.7% | -9.8% |
| 6M | +19.8% | +14.7% | +5.2% | +5.3% |
| YTD | +27.0% | +10.3% | +16.7% | +10.5% |
| 1Y | +52.5% | +23.2% | +29.2% | +20.5% |
| 3Y | +173.8% | +24.6% | +149.2% | +107.6% |
| 5Y | +104.5% | +50.1% | +54.5% | +29.5% |
| 10Y | +129.7% | +54.3% | +75.5% | +34.6% |
| All | +392.2% | +189.2% | +203.0% | +53.0% |
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 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