-98.3%
DFNS vs OMC
+9.8%
-108.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +2.0% |
| 7D | -16.0% | -6.4% | -9.6% | -12.7% |
| 30D | -77.7% | +1.1% | -78.8% | -78.2% |
| 3M | -77.2% | +10.4% | -87.6% | -79.3% |
| 6M | -95.2% | -1.7% | -93.5% | -95.3% |
| YTD | -98.0% | +4.4% | -102.4% | -98.2% |
| 1Y | -98.3% | +8.4% | -106.7% | -98.4% |
| All | -98.3% | +9.8% | -108.0% | -98.4% |
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