-98.3%
DFNS vs OMC
+2.6%
-100.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.1% | -2.7% |
| 7D | +4.6% | -4.2% | +8.9% | +7.3% |
| 30D | -73.9% | -7.5% | -66.4% | -73.0% |
| 3M | -71.7% | +4.6% | -76.3% | -73.5% |
| 6M | -94.6% | -4.8% | -89.7% | -94.6% |
| YTD | -98.1% | -1.0% | -97.1% | -98.2% |
| 1Y | -98.3% | +3.8% | -102.1% | -98.3% |
| All | -98.3% | +2.6% | -100.9% | -98.3% |
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