+115.6%
DT vs OMC
+27.8%
+87.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -2.5% | -6.2% | +3.7% | -0.6% |
| 30D | +3.5% | -7.6% | +11.1% | +6.1% |
| 3M | +26.7% | +7.4% | +19.3% | +23.6% |
| 6M | +36.1% | +0.1% | +36.0% | +35.6% |
| YTD | +18.6% | +0.4% | +18.2% | +17.5% |
| 1Y | +7.9% | +7.8% | +0.1% | +4.0% |
| 3Y | +8.6% | +11.8% | -3.3% | +1.7% |
| 5Y | -26.7% | +32.5% | -59.1% | -34.9% |
| All | +115.6% | +27.8% | +87.8% | +98.3% |
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