-10.2%
DOW vs OMC
+36.6%
-46.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | 0.0% |
| 7D | -2.4% | -6.2% | +3.9% | +1.1% |
| 30D | -4.1% | -7.6% | +3.5% | -0.4% |
| 3M | -12.4% | +7.4% | -19.8% | -17.7% |
| 6M | -10.6% | +0.1% | -10.8% | -13.2% |
| YTD | +31.1% | +0.4% | +30.7% | +24.5% |
| 1Y | +30.5% | +7.8% | +22.8% | +17.5% |
| 3Y | -34.4% | +11.8% | -46.2% | -43.9% |
| 5Y | -35.5% | +32.5% | -67.9% | -54.0% |
| All | -10.2% | +36.6% | -46.8% | -34.1% |
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