+2,385.0%
ELV vs OMC
+281.0%
+2,103.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | -0.3% | -5.8% | +5.5% | +1.9% |
| 30D | +2.0% | -4.8% | +6.8% | +3.7% |
| 3M | -3.5% | +9.2% | -12.7% | -7.3% |
| 6M | +40.2% | -2.5% | +42.7% | +40.1% |
| YTD | +15.8% | +2.6% | +13.3% | +12.4% |
| 1Y | +33.2% | +5.9% | +27.2% | +27.1% |
| 3Y | -6.2% | +14.2% | -20.4% | -15.3% |
| 5Y | +16.4% | +33.2% | -16.8% | -5.1% |
| 10Y | +259.8% | +33.4% | +226.4% | +178.0% |
| All | +2,385.0% | +281.0% | +2,103.9% | +914.5% |
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