+276.1%
OMC vs DG
+606.1%
-330.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | -6.4% | +8.4% | -14.8% | -7.8% |
| 30D | +1.1% | +4.9% | -3.8% | +0.1% |
| 3M | +10.4% | +29.3% | -18.9% | +5.1% |
| 6M | -1.7% | -11.3% | +9.6% | 0.0% |
| YTD | +4.4% | +1.8% | +2.7% | +3.4% |
| 1Y | +8.4% | +25.3% | -16.9% | +3.0% |
| 3Y | +14.4% | +9.1% | +5.3% | +8.1% |
| 5Y | +33.9% | -34.9% | +68.7% | +38.5% |
| 10Y | +34.9% | +108.2% | -73.3% | +4.7% |
| All | +276.1% | +606.1% | -330.0% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling