+50.2%
OMC vs STLA
-4.1%
+54.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +1.9% | -13.8% | +15.6% | +5.9% |
| 30D | +12.2% | -10.5% | +22.7% | +15.1% |
| 3M | +0.6% | -28.9% | +29.5% | +9.3% |
| 6M | +21.0% | -49.7% | +70.7% | +43.7% |
| YTD | +12.4% | -64.9% | +77.3% | +44.6% |
| 1Y | +25.4% | -64.0% | +89.4% | +59.7% |
| 3Y | +29.2% | -77.4% | +106.6% | +80.6% |
| 5Y | +52.6% | -74.4% | +127.0% | +98.4% |
| All | +50.2% | -4.1% | +54.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling