-6.5%
OMDA price history and return analytics
+30.4%
-37.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.5% |
| 7D | -7.8% | -0.1% | -7.6% | -7.7% |
| 30D | -14.0% | -0.7% | -13.3% | -13.4% |
| 3M | +17.4% | +4.0% | +13.4% | +13.5% |
| 6M | +49.4% | +12.3% | +37.1% | +33.6% |
| YTD | +36.2% | +14.0% | +22.2% | +19.4% |
| 1Y | -8.5% | +20.3% | -28.8% | -23.6% |
| All | -6.5% | +30.4% | -37.0% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling