-6.5%
OMDA vs VOO
+28.5%
-35.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -3.5% | -2.0% | -1.6% | -1.2% |
| 30D | -10.5% | -1.7% | -8.8% | -8.6% |
| 3M | +25.7% | +4.7% | +21.0% | +19.2% |
| 6M | +50.9% | +12.6% | +38.3% | +30.8% |
| YTD | +36.2% | +11.8% | +24.5% | +19.3% |
| 1Y | -0.4% | +17.5% | -17.9% | -16.3% |
| All | -6.5% | +28.5% | -35.0% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling