+4.3%
DT vs OMC
+9.5%
-5.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.6% |
| 7D | -0.5% | -4.2% | +3.7% | +0.7% |
| 30D | +0.1% | -7.5% | +7.6% | +2.4% |
| 3M | +24.1% | +4.6% | +19.5% | +22.3% |
| 6M | +30.1% | -4.8% | +34.9% | +31.5% |
| YTD | +16.8% | -1.0% | +17.8% | +16.5% |
| 1Y | -0.1% | +3.8% | -3.9% | -2.0% |
| All | +4.3% | +9.5% | -5.1% | -5.4% |
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