+75.9%
DE vs OMC
+10.5%
+65.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -2.6% | -4.4% | +1.8% | -1.2% |
| 30D | +9.0% | -7.6% | +16.6% | +11.5% |
| 3M | +19.1% | +4.5% | +14.6% | +16.5% |
| 6M | +14.4% | -0.3% | +14.6% | +13.5% |
| YTD | +45.9% | -0.1% | +46.1% | +43.3% |
| 1Y | +43.6% | +4.6% | +39.0% | +37.9% |
| 3Y | +75.9% | +10.5% | +65.4% | +55.9% |
| All | +75.9% | +10.5% | +65.4% | +55.9% |
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 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