+1,129.1%
DIA vs OMC
+693.2%
+435.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -0.2% | -6.4% | +6.2% | +2.2% |
| 30D | -1.5% | +1.1% | -2.6% | -2.1% |
| 3M | +3.8% | +10.4% | -6.6% | -0.7% |
| 6M | +10.3% | -1.7% | +12.0% | +9.9% |
| YTD | +12.1% | +4.4% | +7.7% | +7.9% |
| 1Y | +18.6% | +8.4% | +10.2% | +11.9% |
| 3Y | +60.6% | +14.4% | +46.2% | +45.4% |
| 5Y | +64.4% | +33.9% | +30.6% | +36.5% |
| 10Y | +250.1% | +34.9% | +215.2% | +176.5% |
| All | +1,129.1% | +693.2% | +435.9% | +363.9% |
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