-99.9%
DFNS vs OMC
+81.7%
-181.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.8% |
| 7D | -3.3% | -6.2% | +2.9% | -4.6% |
| 30D | -73.1% | -7.6% | -65.5% | -73.5% |
| 3M | -71.4% | +7.4% | -78.8% | -70.8% |
| 6M | -93.8% | +0.1% | -94.0% | -93.9% |
| YTD | -98.0% | +0.4% | -98.5% | -98.1% |
| 1Y | -98.2% | +7.8% | -105.9% | -98.1% |
| 3Y | -99.9% | +11.8% | -111.7% | -99.9% |
| 5Y | -99.9% | +32.5% | -132.3% | -99.9% |
| All | -99.9% | +81.7% | -181.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling