+195.6%
EQT vs OMC
+31.2%
+164.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | -1.2% | -6.2% | +5.1% | +0.3% |
| 30D | +1.1% | -7.6% | +8.6% | +2.8% |
| 3M | +4.8% | +7.4% | -2.6% | +2.2% |
| 6M | -10.6% | +0.1% | -10.7% | -11.3% |
| YTD | +3.4% | +0.4% | +3.0% | +1.8% |
| 1Y | +8.7% | +7.8% | +0.9% | +4.1% |
| 3Y | +35.0% | +11.8% | +23.1% | +23.1% |
| All | +195.6% | +31.2% | +164.4% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling