-28.4%
DT vs OMC
+29.1%
-57.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.9% |
| 7D | -0.5% | -4.2% | +3.7% | +1.1% |
| 30D | +0.1% | -7.5% | +7.6% | +3.1% |
| 3M | +24.1% | +4.6% | +19.5% | +21.5% |
| 6M | +30.1% | -4.8% | +34.9% | +31.9% |
| YTD | +16.8% | -1.0% | +17.8% | +16.0% |
| 1Y | -0.1% | +3.8% | -3.9% | -3.2% |
| 3Y | +6.8% | +10.2% | -3.4% | -3.2% |
| 5Y | -28.4% | +29.7% | -58.1% | -43.1% |
| All | -28.4% | +29.1% | -57.4% | -43.1% |
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 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