+31.8%
OMC vs DAR
+375.1%
-343.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | -6.2% | +0.9% | -7.2% | -6.5% |
| 30D | -7.6% | +6.4% | -14.0% | -9.2% |
| 3M | +7.4% | +13.2% | -5.8% | +3.3% |
| 6M | +0.1% | +26.2% | -26.0% | -6.7% |
| YTD | +0.4% | +84.4% | -83.9% | -15.7% |
| 1Y | +7.8% | +112.0% | -104.3% | -13.5% |
| 3Y | +11.8% | +13.4% | -1.5% | +3.0% |
| 5Y | +32.5% | -6.0% | +38.5% | +24.1% |
| All | +31.8% | +375.1% | -343.3% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling