+1,225.5%
OMC vs DGX
+8,631.6%
-7,406.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | -6.2% | -3.5% | -2.8% | -5.3% |
| 30D | -7.6% | -2.7% | -4.9% | -6.9% |
| 3M | +7.4% | +13.9% | -6.5% | +3.5% |
| 6M | +0.1% | +16.0% | -15.9% | -4.1% |
| YTD | +0.4% | +34.9% | -34.5% | -7.9% |
| 1Y | +7.8% | +30.6% | -22.8% | -0.4% |
| 3Y | +11.8% | +93.0% | -81.2% | -8.0% |
| 5Y | +32.5% | +64.4% | -32.0% | +12.8% |
| 10Y | +34.2% | +248.1% | -213.8% | -9.2% |
| All | +1,225.5% | +8,631.6% | -7,406.0% | +352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling