-6.5%
OMDA price history and return analytics
+29.3%
-35.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.8% |
| 7D | -3.5% | -2.0% | -1.5% | -1.8% |
| 30D | -10.5% | -1.4% | -9.0% | -9.3% |
| 3M | +25.7% | +4.7% | +21.0% | +20.8% |
| 6M | +50.9% | +11.4% | +39.5% | +35.9% |
| YTD | +36.2% | +13.1% | +23.2% | +20.3% |
| 1Y | -0.4% | +19.0% | -19.4% | -16.0% |
| All | -6.5% | +29.3% | -35.8% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling