+29.7%
OMC vs DRI
+68.4%
-38.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.9% |
| 7D | -4.2% | -4.8% | +0.6% | -2.5% |
| 30D | -7.5% | -3.9% | -3.6% | -6.4% |
| 3M | +4.6% | +5.1% | -0.4% | +2.3% |
| 6M | -4.8% | +5.5% | -10.3% | -7.5% |
| YTD | -1.0% | +16.5% | -17.5% | -8.5% |
| 1Y | +3.8% | +2.0% | +1.9% | +1.2% |
| 3Y | +10.2% | +54.5% | -44.3% | -12.0% |
| 5Y | +29.7% | +66.6% | -36.9% | -3.6% |
| All | +29.7% | +68.4% | -38.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling