+28.1%
ECL vs OMC
+32.6%
-4.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.8% | -5.8% | +5.0% | +1.0% |
| 30D | -2.5% | -4.8% | +2.3% | -1.1% |
| 3M | +8.3% | +9.2% | -0.9% | +5.0% |
| 6M | -1.1% | -2.5% | +1.4% | -0.9% |
| YTD | +6.5% | +2.6% | +4.0% | +4.5% |
| 1Y | +2.1% | +5.9% | -3.9% | -1.3% |
| 3Y | +57.6% | +14.2% | +43.4% | +41.6% |
| 5Y | +28.1% | +33.2% | -5.2% | +1.6% |
| All | +28.1% | +32.6% | -4.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling