+1,171.0%
OMC vs STLD
+8,684.3%
-7,513.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | -6.4% | +3.1% | -9.6% | -7.2% |
| 30D | +1.1% | -9.0% | +10.1% | +3.0% |
| 3M | +10.4% | -12.4% | +22.8% | +13.2% |
| 6M | -1.7% | +25.5% | -27.2% | -7.5% |
| YTD | +4.4% | +43.6% | -39.2% | -5.2% |
| 1Y | +8.4% | +87.2% | -78.7% | -7.8% |
| 3Y | +14.4% | +135.2% | -120.8% | -9.7% |
| 5Y | +33.9% | +290.9% | -257.0% | -8.9% |
| 10Y | +34.9% | +1,113.5% | -1,078.6% | -32.5% |
| All | +1,171.0% | +8,684.3% | -7,513.3% | +227.5% |
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