+33.2%
OMC vs DAR
-8.5%
+41.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.3% |
| 7D | -5.8% | -0.9% | -4.9% | -5.6% |
| 30D | -4.8% | +13.0% | -17.8% | -7.1% |
| 3M | +9.2% | +15.0% | -5.8% | +5.8% |
| 6M | -2.5% | +26.8% | -29.3% | -7.6% |
| YTD | +2.6% | +86.4% | -83.9% | -10.4% |
| 1Y | +5.9% | +115.1% | -109.1% | -10.8% |
| 3Y | +14.2% | +14.6% | -0.4% | +8.5% |
| 5Y | +33.2% | -8.8% | +42.0% | +28.7% |
| All | +33.2% | -8.5% | +41.8% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling