+30.5%
OMC vs DRI
+68.4%
-37.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +15.3% | +14.7% | +0.6% | +11.5% |
| 3M | +4.5% | +5.4% | -1.0% | +2.8% |
| 6M | +20.8% | +18.8% | +1.9% | +14.9% |
| YTD | +13.5% | +28.4% | -14.9% | +4.1% |
| 1Y | +25.2% | +37.7% | -12.4% | +12.0% |
| All | +30.5% | +68.4% | -37.8% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling