+0.1%
DOW vs OMC
+52.9%
-52.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | +5.2% | +1.9% | +3.4% | +4.1% |
| 30D | +13.2% | +12.2% | +1.0% | +5.8% |
| 3M | +10.1% | +0.6% | +9.5% | +8.6% |
| 6M | -13.1% | +21.0% | -34.1% | -24.1% |
| YTD | +46.1% | +12.4% | +33.8% | +29.8% |
| 1Y | +50.0% | +25.4% | +24.6% | +23.7% |
| 3Y | -20.2% | +29.2% | -49.4% | -37.5% |
| 5Y | -27.7% | +52.6% | -80.3% | -52.8% |
| All | +0.1% | +52.9% | -52.8% | -31.3% |
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 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