+301.2%
OMC vs STLA
+152.6%
+148.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -1.1% |
| 7D | -0.3% | -13.1% | +12.8% | +2.4% |
| 30D | +10.6% | -13.3% | +23.9% | +13.4% |
| 3M | +2.6% | -27.9% | +30.5% | +8.7% |
| 6M | +16.6% | -47.8% | +64.4% | +31.0% |
| YTD | +10.9% | -64.6% | +75.5% | +32.7% |
| 1Y | +22.1% | -64.0% | +86.1% | +45.2% |
| 3Y | +27.5% | -76.8% | +104.3% | +60.8% |
| 5Y | +50.6% | -74.2% | +124.8% | +82.6% |
| 10Y | +51.7% | -5.4% | +57.0% | +47.3% |
| All | +301.2% | +152.6% | +148.6% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling