-37.1%
DOW vs OMC
+30.5%
-67.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -1.4% | -4.4% | +3.0% | +0.3% |
| 30D | -3.9% | -7.6% | +3.7% | -1.3% |
| 3M | -12.7% | +4.5% | -17.2% | -15.5% |
| 6M | -13.7% | -0.3% | -13.4% | -15.2% |
| YTD | +28.4% | -0.1% | +28.5% | +24.5% |
| 1Y | +21.8% | +4.6% | +17.1% | +14.5% |
| 3Y | -35.7% | +10.5% | -46.2% | -42.3% |
| All | -37.1% | +30.5% | -67.6% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling