+29.9%
OMC vs DAR
+383.2%
-353.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -4.2% | -0.2% | -4.1% | -4.3% |
| 30D | -7.5% | +7.4% | -15.0% | -9.4% |
| 3M | +4.6% | +15.7% | -11.0% | +0.1% |
| 6M | -4.8% | +30.0% | -34.9% | -12.0% |
| YTD | -1.0% | +87.5% | -88.5% | -17.2% |
| 1Y | +3.8% | +113.4% | -109.5% | -16.8% |
| 3Y | +10.2% | +15.3% | -5.1% | +1.1% |
| 5Y | +29.7% | -4.3% | +34.0% | +21.0% |
| All | +29.9% | +383.2% | -353.4% | -27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling