-100.0%
DFNS vs OMC
+105.4%
-205.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.7% |
| 7D | -13.0% | +1.6% | -14.5% | -12.7% |
| 30D | -56.9% | +15.3% | -72.2% | -55.5% |
| 3M | -93.2% | +4.5% | -97.7% | -93.1% |
| 6M | -95.4% | +20.8% | -116.2% | -95.2% |
| YTD | -99.5% | +13.5% | -113.0% | -99.5% |
| 1Y | -99.6% | +25.2% | -124.9% | -99.6% |
| 3Y | -100.0% | +30.5% | -130.4% | -100.0% |
| 5Y | -100.0% | +52.7% | -152.6% | -100.0% |
| All | -100.0% | +105.4% | -205.4% | -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 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