-14.5%
OMDA price history and return analytics
+30.5%
-45.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.9% | -9.4% | -9.3% |
| 7D | -13.7% | -1.1% | -12.6% | -12.8% |
| 30D | -17.5% | -1.0% | -16.5% | -16.8% |
| 3M | +10.9% | +3.2% | +7.7% | +7.9% |
| 6M | +43.1% | +12.5% | +30.6% | +27.7% |
| YTD | +24.6% | +14.1% | +10.5% | +9.1% |
| 1Y | -11.1% | +18.9% | -30.0% | -25.0% |
| All | -14.5% | +30.5% | -45.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling