-10.8%
DOW vs OMC
+42.1%
-52.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.7% |
| 7D | -2.4% | -6.4% | +4.0% | +0.9% |
| 30D | +0.4% | +1.1% | -0.7% | -0.8% |
| 3M | -14.4% | +10.4% | -24.8% | -20.7% |
| 6M | -7.0% | -1.7% | -5.3% | -8.4% |
| YTD | +30.2% | +4.4% | +25.8% | +21.1% |
| 1Y | +29.2% | +8.4% | +20.8% | +16.4% |
| 3Y | -36.7% | +14.4% | -51.1% | -46.4% |
| 5Y | -37.7% | +33.9% | -71.6% | -55.5% |
| All | -10.8% | +42.1% | -52.9% | -35.8% |
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