-23.4%
OMDA vs VOO
+14.7%
-38.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +2.4% |
| 7D | +1.3% | -0.7% | +2.0% | +2.3% |
| 30D | -7.3% | -1.1% | -6.2% | -5.9% |
| 3M | -3.7% | -0.3% | -3.4% | -2.9% |
| 6M | +23.6% | +7.4% | +16.2% | +13.0% |
| YTD | +23.1% | +13.4% | +9.8% | +4.1% |
| 1Y | -23.4% | +14.8% | -38.2% | -36.5% |
| All | -23.4% | +14.7% | -38.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1y: compounded portfolio wealth divided by compounded VOO 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…
1y analysis · Full analysis span regression · 6 months rolling