+1,850.7%
OMC vs DVA
+5,124.5%
-3,273.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.4% | -1.3% | -3.0% | -4.2% |
| 30D | -7.6% | 0.0% | -7.6% | -7.6% |
| 3M | +4.5% | -10.9% | +15.5% | +5.8% |
| 6M | -0.3% | +17.3% | -17.5% | -3.2% |
| YTD | -0.1% | +59.8% | -59.9% | -8.0% |
| 1Y | +4.6% | +36.3% | -31.6% | -1.4% |
| 3Y | +10.5% | +88.6% | -78.1% | -1.8% |
| 5Y | +31.7% | +47.5% | -15.8% | +19.1% |
| 10Y | +33.5% | +185.2% | -151.7% | +9.0% |
| All | +1,850.7% | +5,124.5% | -3,273.7% | +1,299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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