+31.8%
OMC vs DD
+67.0%
-35.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | -6.2% | -2.9% | -3.3% | -5.1% |
| 30D | -7.6% | -11.5% | +3.9% | -2.9% |
| 3M | +7.4% | -5.4% | +12.8% | +9.6% |
| 6M | +0.1% | -6.9% | +7.1% | +2.0% |
| YTD | +0.4% | +6.9% | -6.5% | -4.4% |
| 1Y | +7.8% | +35.6% | -27.9% | -8.3% |
| 3Y | +11.8% | +42.5% | -30.7% | -9.4% |
| 5Y | +32.5% | +58.5% | -26.0% | +0.3% |
| All | +31.8% | +67.0% | -35.2% | -16.7% |
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