+202.3%
ECL vs OMC
+53.0%
+149.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.1% |
| 7D | +2.9% | +1.9% | +1.0% | +2.1% |
| 30D | +7.5% | +12.2% | -4.7% | +2.7% |
| 3M | +12.2% | +0.6% | +11.7% | +11.7% |
| 6M | +24.6% | +21.0% | +3.6% | +14.5% |
| YTD | +18.8% | +12.4% | +6.4% | +11.1% |
| 1Y | +19.3% | +25.4% | -6.1% | +6.2% |
| 3Y | +78.2% | +29.2% | +49.0% | +50.4% |
| 5Y | +38.8% | +52.6% | -13.8% | +5.2% |
| All | +202.3% | +53.0% | +149.3% | +105.3% |
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