+5,715.5%
OMC vs DTE
+3,444.9%
+2,270.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +2.0% |
| 7D | -6.2% | -2.0% | -4.2% | -5.5% |
| 30D | -7.6% | -2.4% | -5.2% | -6.7% |
| 3M | +7.4% | -7.3% | +14.7% | +10.5% |
| 6M | +0.1% | -7.6% | +7.8% | +2.9% |
| YTD | +0.4% | +5.8% | -5.4% | -2.2% |
| 1Y | +7.8% | +2.3% | +5.4% | +6.3% |
| 3Y | +11.8% | +45.0% | -33.2% | -4.7% |
| 5Y | +32.5% | +33.2% | -0.8% | +15.3% |
| 10Y | +34.2% | +141.4% | -107.2% | -8.6% |
| All | +5,715.5% | +3,444.9% | +2,270.6% | +1,800.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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