+30.2%
OMC vs DGX
+66.8%
-36.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.0% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | -7.6% | -1.2% | -6.4% | -7.4% |
| 3M | +4.5% | +15.8% | -11.2% | +0.2% |
| 6M | -0.3% | +18.2% | -18.4% | -5.1% |
| YTD | -0.1% | +37.2% | -37.3% | -9.2% |
| 1Y | +4.6% | +30.4% | -25.7% | -3.6% |
| 3Y | +10.5% | +96.7% | -86.2% | -10.4% |
| All | +30.2% | +66.8% | -36.6% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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