+6,406.1%
OMC vs DD
+1,141.0%
+5,265.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +1.9% | +5.0% | -3.1% | +0.2% |
| 30D | +12.2% | +19.7% | -7.5% | +5.3% |
| 3M | +0.6% | +7.2% | -6.6% | -2.2% |
| 6M | +21.0% | +1.0% | +20.0% | +19.7% |
| YTD | +12.4% | +29.1% | -16.7% | +1.2% |
| 1Y | +25.4% | +28.5% | -3.1% | +13.1% |
| 3Y | +29.2% | +89.4% | -60.3% | -0.1% |
| 5Y | +52.6% | +67.1% | -14.6% | +22.0% |
| 10Y | +53.6% | +97.5% | -43.9% | +9.9% |
| All | +6,406.1% | +1,141.0% | +5,265.1% | +2,430.5% |
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