+87.8%
DT vs OMC
+42.9%
+44.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +3.1% | +1.9% | +1.3% | +2.5% |
| 30D | -29.5% | +12.2% | -41.7% | -32.1% |
| 3M | -11.7% | +0.6% | -12.3% | -12.1% |
| 6M | +29.0% | +21.0% | +8.0% | +20.8% |
| YTD | +3.4% | +12.4% | -9.0% | -1.4% |
| 1Y | -4.2% | +25.4% | -29.6% | -11.8% |
| 3Y | -12.8% | +29.2% | -42.0% | -22.1% |
| 5Y | -39.6% | +52.6% | -92.2% | -48.7% |
| All | +87.8% | +42.9% | +44.9% | +66.5% |
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