-37.7%
OMDA vs VOO
+28.2%
-65.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | -5.0% | +2.6% | -7.6% | -7.7% |
| 30D | -21.4% | -2.0% | -19.4% | -19.4% |
| 3M | -41.2% | -2.8% | -38.4% | -39.2% |
| 6M | -10.7% | +2.2% | -12.8% | -12.6% |
| YTD | -9.2% | +11.5% | -20.7% | -20.3% |
| 1Y | -31.0% | +13.5% | -44.5% | -40.6% |
| All | -37.7% | +28.2% | -65.9% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling