+39.0%
EOG vs OMC
+31.0%
+8.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +4.6% | +1.6% | +3.0% | +4.4% |
| 30D | +2.9% | +15.3% | -12.5% | +1.0% |
| 3M | +8.0% | +4.5% | +3.5% | +7.2% |
| 6M | +17.0% | +20.8% | -3.8% | +13.1% |
| YTD | +51.1% | +13.5% | +37.6% | +47.3% |
| 1Y | +45.1% | +25.2% | +19.9% | +37.8% |
| All | +39.0% | +31.0% | +8.0% | +17.1% |
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