+55.5%
OMC vs STLD
+779.4%
-723.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.9% |
| 7D | +5.4% | -9.7% | +15.0% | +8.3% |
| 30D | +15.7% | -4.5% | +20.3% | +16.9% |
| 3M | +4.9% | -13.1% | +18.0% | +8.3% |
| 6M | +17.3% | -2.8% | +20.0% | +16.8% |
| YTD | +13.0% | +35.3% | -22.3% | +0.9% |
| 1Y | +24.1% | +51.4% | -27.3% | +7.0% |
| 3Y | +31.2% | +117.9% | -86.7% | -2.5% |
| 5Y | +53.4% | +272.6% | -219.2% | -9.5% |
| 10Y | +55.5% | +782.2% | -726.6% | -35.7% |
| All | +55.5% | +779.4% | -723.8% | -35.7% |
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