+14,337.8%
DE vs OMC
+5,896.1%
+8,441.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +0.7% | -5.8% | +6.4% | +2.9% |
| 30D | +9.6% | -4.8% | +14.5% | +11.5% |
| 3M | +19.0% | +9.2% | +9.7% | +14.0% |
| 6M | +16.1% | -2.5% | +18.6% | +15.8% |
| YTD | +47.0% | +2.6% | +44.5% | +42.8% |
| 1Y | +43.1% | +5.9% | +37.2% | +36.4% |
| 3Y | +77.5% | +14.2% | +63.3% | +61.7% |
| 5Y | +96.4% | +33.2% | +63.1% | +64.7% |
| 10Y | +852.9% | +33.4% | +819.5% | +670.1% |
| All | +14,337.8% | +5,896.1% | +8,441.7% | +3,633.1% |
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