+5,947.5%
OMC vs DD
+961.9%
+4,985.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.6% |
| 7D | -6.4% | -3.5% | -2.9% | -5.3% |
| 30D | +1.1% | -10.3% | +11.4% | +4.8% |
| 3M | +10.4% | -7.5% | +18.0% | +13.1% |
| 6M | -1.7% | -8.0% | +6.3% | +0.3% |
| YTD | +4.4% | +10.5% | -6.0% | -0.5% |
| 1Y | +8.4% | +38.3% | -29.8% | -4.8% |
| 3Y | +14.4% | +42.5% | -28.1% | -2.4% |
| 5Y | +33.9% | +60.2% | -26.3% | +8.7% |
| 10Y | +34.9% | +68.9% | -34.0% | +2.0% |
| All | +5,947.5% | +961.9% | +4,985.6% | +2,388.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling