+9.7%
DLR vs OMC
+5.7%
+4.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.0% |
| 7D | -1.3% | -6.2% | +4.9% | -1.0% |
| 30D | -2.9% | -7.6% | +4.7% | -2.6% |
| 3M | +3.2% | +7.4% | -4.2% | +2.8% |
| 6M | +3.9% | +0.1% | +3.7% | +3.5% |
| YTD | +21.4% | +0.4% | +21.0% | +21.3% |
| 1Y | +9.7% | +7.8% | +1.9% | +9.3% |
| All | +9.7% | +5.7% | +4.0% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling