+57.7%
DIA vs OMC
+48.8%
+8.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +1.2% | +10.6% | -9.4% | -1.4% |
| 3M | -2.4% | +2.6% | -5.0% | -3.3% |
| 6M | +5.7% | +16.6% | -10.9% | +0.9% |
| YTD | +9.9% | +10.9% | -1.0% | +5.8% |
| 1Y | +9.8% | +22.1% | -12.3% | +2.5% |
| 3Y | +59.8% | +27.5% | +32.3% | +43.4% |
| 5Y | +57.7% | +50.6% | +7.1% | +27.2% |
| All | +57.7% | +48.8% | +8.9% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling