+3,595.7%
DLR vs OMC
+272.0%
+3,323.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.3% |
| 7D | +1.6% | -6.4% | +8.0% | +4.2% |
| 30D | -3.4% | +1.1% | -4.5% | -4.0% |
| 3M | +0.5% | +10.4% | -9.9% | -4.3% |
| 6M | +4.6% | -1.7% | +6.3% | +4.0% |
| YTD | +23.4% | +4.4% | +19.0% | +18.1% |
| 1Y | +19.0% | +8.4% | +10.6% | +11.2% |
| 3Y | +56.5% | +14.4% | +42.1% | +38.6% |
| 5Y | +33.3% | +33.9% | -0.5% | +5.7% |
| 10Y | +165.1% | +34.9% | +130.3% | +89.0% |
| All | +3,595.7% | +272.0% | +3,323.7% | +1,148.5% |
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