+2.7%
ECL vs OMC
+9.8%
-7.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.6% |
| 7D | -2.6% | -6.4% | +3.8% | -1.4% |
| 30D | -2.2% | +1.1% | -3.3% | -2.4% |
| 3M | +10.1% | +10.4% | -0.3% | +8.2% |
| 6M | -5.7% | -1.7% | -4.0% | -6.0% |
| YTD | +7.0% | +4.4% | +2.5% | +6.8% |
| 1Y | +2.7% | +8.4% | -5.8% | +2.5% |
| All | +2.7% | +9.8% | -7.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling