+12,781.7%
ECL vs OMC
+6,006.3%
+6,775.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | -2.6% | -6.4% | +3.8% | -0.6% |
| 30D | -2.2% | +1.1% | -3.3% | -2.7% |
| 3M | +10.1% | +10.4% | -0.3% | +6.2% |
| 6M | -5.7% | -1.7% | -4.0% | -5.8% |
| YTD | +7.0% | +4.4% | +2.5% | +3.8% |
| 1Y | +2.7% | +8.4% | -5.8% | -2.0% |
| 3Y | +57.7% | +14.4% | +43.3% | +44.9% |
| 5Y | +31.1% | +33.9% | -2.7% | +12.9% |
| 10Y | +150.9% | +34.9% | +116.0% | +108.3% |
| All | +12,781.7% | +6,006.3% | +6,775.4% | +5,276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling