+196.5%
ECL vs OMC
+57.3%
+139.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | +1.6% | -3.8% | -2.9% |
| 30D | +8.3% | +15.3% | -7.0% | +2.3% |
| 3M | +8.4% | +4.5% | +4.0% | +6.3% |
| 6M | +23.3% | +20.8% | +2.5% | +13.4% |
| YTD | +18.2% | +13.5% | +4.7% | +10.2% |
| 1Y | +18.8% | +25.2% | -6.5% | +5.8% |
| 3Y | +78.5% | +30.5% | +48.0% | +50.1% |
| 5Y | +40.1% | +52.7% | -12.6% | +6.3% |
| 10Y | +196.5% | +55.2% | +141.3% | +100.2% |
| All | +196.5% | +57.3% | +139.1% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling