+39.9%
ELV vs OMC
+24.5%
+15.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +3.9% |
| 7D | +4.8% | +12.5% | -7.8% | +2.4% |
| 30D | +10.1% | +16.3% | -6.2% | +7.0% |
| 3M | +15.4% | +8.1% | +7.3% | +13.5% |
| 6M | +17.7% | +17.2% | +0.6% | +13.7% |
| YTD | +25.7% | +11.8% | +13.9% | +25.4% |
| 1Y | +39.9% | +23.9% | +15.9% | +34.3% |
| All | +39.9% | +24.5% | +15.3% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling