+12,289.5%
DHI vs OMC
+3,802.0%
+8,487.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.1% |
| 7D | -6.1% | -6.2% | +0.1% | -3.2% |
| 30D | -10.1% | -7.6% | -2.5% | -6.8% |
| 3M | -7.3% | +7.4% | -14.7% | -11.1% |
| 6M | -6.1% | +0.1% | -6.3% | -7.0% |
| YTD | -5.0% | +0.4% | -5.5% | -7.9% |
| 1Y | -22.1% | +7.8% | -29.9% | -27.4% |
| 3Y | +19.2% | +11.8% | +7.4% | +7.7% |
| 5Y | +59.4% | +32.5% | +27.0% | +29.6% |
| 10Y | +401.8% | +34.2% | +367.6% | +278.1% |
| All | +12,289.5% | +3,802.0% | +8,487.4% | +3,653.3% |
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 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