+33.4%
OMC vs STLD
+1,072.4%
-1,039.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.8% | +2.7% | -8.4% | -6.6% |
| 30D | -4.8% | -8.4% | +3.6% | -2.8% |
| 3M | +9.2% | -9.9% | +19.1% | +11.9% |
| 6M | -2.5% | +33.0% | -35.5% | -11.3% |
| YTD | +2.6% | +42.6% | -40.0% | -9.2% |
| 1Y | +5.9% | +80.8% | -74.8% | -13.2% |
| 3Y | +14.2% | +143.4% | -129.2% | -17.5% |
| 5Y | +33.2% | +293.4% | -260.2% | -21.9% |
| 10Y | +33.4% | +1,080.4% | -1,047.0% | -47.2% |
| All | +33.4% | +1,072.4% | -1,039.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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