+277.8%
OMC vs STLA
+263.8%
+14.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | -6.4% | +2.6% | -9.0% | -6.9% |
| 30D | +1.1% | -1.2% | +2.4% | +1.2% |
| 3M | +10.4% | -24.8% | +35.2% | +16.3% |
| 6M | -1.7% | -25.6% | +23.9% | +3.2% |
| YTD | +4.4% | -48.9% | +53.4% | +16.9% |
| 1Y | +8.4% | -38.8% | +47.2% | +15.9% |
| 3Y | +14.4% | -64.5% | +78.9% | +33.2% |
| 5Y | +33.9% | -62.4% | +96.3% | +51.6% |
| 10Y | +34.9% | +55.4% | -20.5% | +20.7% |
| All | +277.8% | +263.8% | +14.0% | +228.0% |
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