+155.6%
ECL vs OMC
+29.9%
+125.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.8% |
| 7D | -2.7% | -4.2% | +1.5% | -1.2% |
| 30D | -4.3% | -7.5% | +3.2% | -1.5% |
| 3M | +3.2% | +4.6% | -1.4% | +0.8% |
| 6M | -2.9% | -4.8% | +1.9% | -1.8% |
| YTD | +4.3% | -1.0% | +5.3% | +2.7% |
| 1Y | +1.6% | +3.8% | -2.2% | -2.4% |
| 3Y | +54.3% | +10.2% | +44.1% | +39.1% |
| 5Y | +26.5% | +29.7% | -3.2% | +2.5% |
| 10Y | +155.6% | +32.3% | +123.3% | +83.8% |
| All | +155.6% | +29.9% | +125.7% | +83.8% |
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