+2,241.4%
OMC vs DRI
+7,577.7%
-5,336.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -6.4% | +0.6% | -7.0% | -6.6% |
| 30D | +1.1% | +3.8% | -2.7% | -0.1% |
| 3M | +10.4% | +13.0% | -2.6% | +6.5% |
| 6M | -1.7% | +8.3% | -10.0% | -4.3% |
| YTD | +4.4% | +20.6% | -16.2% | -1.8% |
| 1Y | +8.4% | +6.5% | +2.0% | +5.3% |
| 3Y | +14.4% | +53.7% | -39.3% | -0.5% |
| 5Y | +33.9% | +72.7% | -38.8% | +12.0% |
| 10Y | +34.9% | +363.2% | -328.3% | -18.3% |
| All | +2,241.4% | +7,577.7% | -5,336.3% | +707.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling