+47.9%
DE vs OMC
+9.8%
+38.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | +10.0% | -6.4% | +16.4% | +11.4% |
| 30D | +13.3% | +1.1% | +12.2% | +12.7% |
| 3M | +17.5% | +10.4% | +7.1% | +14.6% |
| 6M | +13.6% | -1.7% | +15.3% | +14.1% |
| YTD | +49.8% | +4.4% | +45.3% | +44.1% |
| 1Y | +47.9% | +8.4% | +39.4% | +41.5% |
| All | +47.9% | +9.8% | +38.1% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling