+1,107.0%
DIA vs OMC
+753.3%
+353.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +2.1% | +1.9% | +0.3% | +1.4% |
| 30D | +1.5% | +12.2% | -10.7% | -2.9% |
| 3M | -2.4% | +0.6% | -3.0% | -3.0% |
| 6M | +6.0% | +21.0% | -15.0% | -2.4% |
| YTD | +10.1% | +12.4% | -2.3% | +2.9% |
| 1Y | +11.8% | +25.4% | -13.6% | -0.1% |
| 3Y | +59.7% | +29.2% | +30.5% | +37.8% |
| 5Y | +57.9% | +52.6% | +5.3% | +24.5% |
| 10Y | +236.2% | +53.6% | +182.6% | +152.3% |
| All | +1,107.0% | +753.3% | +353.6% | +342.3% |
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