-100.0%
DFNS vs OMC
+28.0%
-128.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -2.3% | -17.1% | -20.3% |
| 7D | -12.7% | -0.3% | -12.4% | -12.9% |
| 30D | -65.2% | +10.6% | -75.9% | -63.6% |
| 3M | -94.6% | +2.6% | -97.2% | -94.5% |
| 6M | -96.2% | +16.6% | -112.9% | -95.9% |
| YTD | -99.6% | +10.9% | -110.5% | -99.6% |
| 1Y | -99.7% | +22.1% | -121.8% | -99.7% |
| All | -100.0% | +28.0% | -128.0% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling