+70.5%
OMC vs DBX
+15.6%
+54.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +1.9% | -3.3% | +5.1% | +2.5% |
| 30D | +12.2% | -5.9% | +18.1% | +13.5% |
| 3M | +0.6% | -6.7% | +7.3% | +1.8% |
| 6M | +21.0% | +28.0% | -7.0% | +14.6% |
| YTD | +12.4% | +20.6% | -8.3% | +7.3% |
| 1Y | +25.4% | +10.3% | +15.1% | +21.7% |
| 3Y | +29.2% | +24.0% | +5.1% | +19.8% |
| 5Y | +52.6% | +24.2% | +28.4% | +38.6% |
| All | +70.5% | +15.6% | +54.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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