+50.2%
OMC vs DD
+97.1%
-46.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +1.9% | +5.0% | -3.1% | -0.2% |
| 30D | +12.2% | +19.7% | -7.5% | +3.9% |
| 3M | +0.6% | +7.2% | -6.6% | -2.7% |
| 6M | +21.0% | +1.0% | +20.0% | +19.4% |
| YTD | +12.4% | +29.1% | -16.7% | -1.6% |
| 1Y | +25.4% | +28.5% | -3.1% | +10.1% |
| 3Y | +29.2% | +89.4% | -60.3% | -7.5% |
| 5Y | +52.6% | +67.1% | -14.6% | +13.3% |
| All | +50.2% | +97.1% | -46.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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