-34.9%
DOW vs OMC
+9.5%
-44.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.6% |
| 7D | -6.0% | -4.2% | -1.8% | -4.7% |
| 30D | -2.7% | -7.5% | +4.8% | -0.5% |
| 3M | -10.5% | +4.6% | -15.1% | -13.4% |
| 6M | -12.4% | -4.8% | -7.6% | -12.1% |
| YTD | +30.0% | -1.0% | +31.0% | +27.3% |
| 1Y | +27.8% | +3.8% | +24.0% | +20.6% |
| All | -34.9% | +9.5% | -44.4% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling