+57.0%
OMC vs STLD
+804.7%
-747.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | -0.7% |
| 7D | +6.8% | -4.7% | +11.5% | +8.1% |
| 30D | +16.2% | -0.9% | +17.1% | +16.1% |
| 3M | +6.0% | -11.9% | +17.9% | +9.1% |
| 6M | +17.7% | +0.9% | +16.8% | +16.0% |
| YTD | +13.5% | +40.4% | -27.0% | +0.2% |
| 1Y | +27.2% | +56.6% | -29.4% | +8.6% |
| 3Y | +30.4% | +125.5% | -95.1% | -4.1% |
| 5Y | +53.5% | +292.8% | -239.3% | -11.0% |
| 10Y | +57.0% | +787.1% | -730.1% | -34.7% |
| All | +57.0% | +804.7% | -747.7% | -34.7% |
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