+351.3%
DAL vs OMC
+173.9%
+177.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.7% |
| 7D | +0.1% | -6.4% | +6.5% | +4.8% |
| 30D | -13.9% | +1.1% | -15.0% | -15.1% |
| 3M | +1.1% | +10.4% | -9.3% | -7.7% |
| 6M | +26.2% | -1.7% | +27.9% | +25.1% |
| YTD | +16.4% | +4.4% | +12.0% | +6.1% |
| 1Y | +33.9% | +8.4% | +25.4% | +16.3% |
| 3Y | +93.4% | +14.4% | +79.0% | +57.4% |
| 5Y | +106.4% | +33.9% | +72.5% | +43.3% |
| 10Y | +143.0% | +34.9% | +108.1% | +59.5% |
| All | +351.3% | +173.9% | +177.4% | +46.9% |
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