+9.5%
OMC vs DD
+42.2%
-32.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -2.7% |
| 7D | -4.2% | -3.8% | -0.5% | -3.1% |
| 30D | -7.5% | -9.2% | +1.7% | -4.9% |
| 3M | +4.6% | -9.0% | +13.6% | +7.4% |
| 6M | -4.8% | -5.0% | +0.1% | -4.2% |
| YTD | -1.0% | +7.4% | -8.4% | -5.5% |
| 1Y | +3.8% | +35.1% | -31.3% | -9.6% |
| All | +9.5% | +42.2% | -32.7% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling