+7.8%
OMC vs STLA
-40.1%
+47.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -6.2% | -3.8% | -2.4% | -6.0% |
| 30D | -7.6% | -3.1% | -4.4% | -7.5% |
| 3M | +7.4% | -19.6% | +27.0% | +8.2% |
| 6M | +0.1% | -23.5% | +23.6% | +0.9% |
| YTD | +0.4% | -51.5% | +51.9% | +3.1% |
| 1Y | +7.8% | -39.7% | +47.4% | +8.8% |
| All | +7.8% | -40.1% | +47.8% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling