-2.0%
ELV vs OMC
+10.5%
-12.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.2% | -4.4% | +7.6% | +4.1% |
| 30D | +5.4% | -7.6% | +13.0% | +7.0% |
| 3M | +5.4% | +4.5% | +0.8% | +3.9% |
| 6M | +45.7% | -0.3% | +46.0% | +44.9% |
| YTD | +21.2% | -0.1% | +21.3% | +20.4% |
| 1Y | +35.6% | +4.6% | +31.0% | +32.7% |
| 3Y | -2.0% | +10.5% | -12.5% | -6.0% |
| All | -2.0% | +10.5% | -12.5% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling