+10.8%
EW vs OMC
+5.7%
+5.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -3.4% | -6.2% | +2.9% | -2.7% |
| 30D | -7.4% | -7.6% | +0.2% | -6.6% |
| 3M | +0.9% | +7.4% | -6.5% | 0.0% |
| 6M | +1.2% | +0.1% | +1.0% | +0.5% |
| YTD | +1.8% | +0.4% | +1.3% | +1.9% |
| 1Y | +10.8% | +7.8% | +3.1% | +9.8% |
| All | +10.8% | +5.7% | +5.2% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling