+49.5%
EQT vs OMC
+35.0%
+14.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -1.2% | -6.2% | +5.1% | +1.0% |
| 30D | +1.1% | -7.6% | +8.6% | +3.6% |
| 3M | +4.8% | +7.4% | -2.6% | +1.2% |
| 6M | -10.6% | +0.1% | -10.7% | -11.7% |
| YTD | +3.4% | +0.4% | +3.0% | +0.9% |
| 1Y | +8.7% | +7.8% | +0.9% | +2.4% |
| 3Y | +35.0% | +11.8% | +23.1% | +21.4% |
| 5Y | +204.2% | +32.5% | +171.8% | +146.5% |
| All | +49.5% | +35.0% | +14.6% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling