+99.4%
DE vs OMC
+31.0%
+68.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -2.4% | -6.2% | +3.9% | -0.2% |
| 30D | +9.7% | -7.6% | +17.3% | +12.4% |
| 3M | +21.4% | +7.4% | +14.0% | +17.3% |
| 6M | +15.0% | +0.1% | +14.9% | +13.8% |
| YTD | +46.4% | +0.4% | +46.0% | +43.5% |
| 1Y | +45.6% | +7.8% | +37.9% | +38.0% |
| 3Y | +76.8% | +11.8% | +64.9% | +61.2% |
| 5Y | +99.4% | +32.5% | +67.0% | +56.2% |
| All | +99.4% | +31.0% | +68.5% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling