+181.2%
DLR vs OMC
+53.0%
+128.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | +3.3% | +1.9% | +1.5% | +2.9% |
| 30D | +4.6% | +12.2% | -7.6% | +2.1% |
| 3M | -8.3% | +0.6% | -8.9% | -8.6% |
| 6M | -5.6% | +21.0% | -26.6% | -9.8% |
| YTD | +18.7% | +12.4% | +6.4% | +14.5% |
| 1Y | +17.1% | +25.4% | -8.3% | +9.9% |
| 3Y | +54.4% | +29.2% | +25.2% | +41.6% |
| 5Y | +36.5% | +52.6% | -16.1% | +19.0% |
| All | +181.2% | +53.0% | +128.2% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling