+1,833.2%
OMC vs DVA
+5,166.5%
-3,333.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.7% |
| 7D | -4.2% | +2.0% | -6.2% | -4.5% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | +4.6% | -7.7% | +12.3% | +5.4% |
| 6M | -4.8% | +20.0% | -24.8% | -8.0% |
| YTD | -1.0% | +61.1% | -62.1% | -8.9% |
| 1Y | +3.8% | +33.9% | -30.0% | -1.9% |
| 3Y | +10.2% | +91.5% | -81.3% | -2.2% |
| 5Y | +29.7% | +41.8% | -12.1% | +17.9% |
| 10Y | +32.3% | +187.5% | -155.2% | +7.9% |
| All | +1,833.2% | +5,166.5% | -3,333.3% | +1,285.6% |
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