+24.6%
OMC vs STLD
+105.6%
-81.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +6.3% | -11.1% | +17.4% | +8.1% |
| 30D | +15.4% | -4.8% | +20.1% | +16.0% |
| 3M | +5.8% | -14.6% | +20.3% | +8.0% |
| 6M | +14.7% | -7.4% | +22.1% | +15.5% |
| YTD | +10.3% | +32.6% | -22.3% | +3.3% |
| 1Y | +23.2% | +47.3% | -24.1% | +12.9% |
| 3Y | +24.6% | +107.5% | -82.9% | +2.7% |
| All | +24.6% | +105.6% | -81.0% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling