+31.8%
OMC vs STLA
+51.6%
-19.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -6.2% | -3.8% | -2.4% | -5.3% |
| 30D | -7.6% | -3.1% | -4.4% | -6.9% |
| 3M | +7.4% | -19.6% | +27.0% | +13.3% |
| 6M | +0.1% | -23.5% | +23.6% | +6.1% |
| YTD | +0.4% | -51.5% | +51.9% | +18.9% |
| 1Y | +7.8% | -39.7% | +47.4% | +17.9% |
| 3Y | +11.8% | -66.3% | +78.2% | +39.6% |
| 5Y | +32.5% | -63.1% | +95.6% | +56.3% |
| All | +31.8% | +51.6% | -19.8% | +17.2% |
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