+52.4%
OMC vs DG
-35.8%
+88.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +12.2% | +3.2% | +9.0% | +11.7% |
| 3M | +0.6% | +10.4% | -9.8% | -0.9% |
| 6M | +21.0% | +33.2% | -12.2% | +16.2% |
| YTD | +12.4% | +3.0% | +9.4% | +11.3% |
| 1Y | +25.4% | +31.2% | -5.8% | +20.3% |
| 3Y | +29.2% | +21.8% | +7.4% | +22.4% |
| All | +52.4% | -35.8% | +88.2% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 5y: compounded portfolio wealth divided by compounded DG 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…
5y analysis · Full analysis span regression · 6 months rolling