+1,242.4%
OMC vs STLD
+8,008.3%
-6,766.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +6.3% | -11.1% | +17.4% | +9.1% |
| 30D | +15.4% | -4.8% | +20.1% | +16.4% |
| 3M | +5.8% | -14.6% | +20.3% | +8.9% |
| 6M | +14.7% | -7.4% | +22.1% | +15.6% |
| YTD | +10.3% | +32.6% | -22.3% | +1.6% |
| 1Y | +23.2% | +47.3% | -24.1% | +10.7% |
| 3Y | +24.6% | +107.5% | -82.9% | +1.1% |
| 5Y | +50.1% | +268.8% | -218.8% | +3.4% |
| 10Y | +54.3% | +883.3% | -829.0% | -19.2% |
| All | +1,242.4% | +8,008.3% | -6,766.0% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling