+15.1%
EW vs OMC
+9.5%
+5.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | -5.1% | -4.2% | -0.9% | -4.6% |
| 30D | -6.4% | -7.5% | +1.1% | -5.5% |
| 3M | -1.6% | +4.6% | -6.2% | -2.3% |
| 6M | +2.3% | -4.8% | +7.1% | +2.4% |
| YTD | +1.1% | -1.0% | +2.1% | +0.9% |
| 1Y | +8.0% | +3.8% | +4.2% | +6.9% |
| All | +15.1% | +9.5% | +5.6% | +3.3% |
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