-29.4%
EW vs OMC
+32.6%
-62.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.1% |
| 7D | -4.4% | -5.8% | +1.3% | -3.3% |
| 30D | -3.3% | -4.8% | +1.5% | -2.4% |
| 3M | +1.0% | +9.2% | -8.2% | -1.4% |
| 6M | +6.2% | -2.5% | +8.7% | +6.2% |
| YTD | +1.7% | +2.6% | -0.8% | +0.2% |
| 1Y | +8.1% | +5.9% | +2.2% | +5.4% |
| 3Y | +17.1% | +14.2% | +2.9% | +7.0% |
| 5Y | -29.4% | +33.2% | -62.6% | -40.6% |
| All | -29.4% | +32.6% | -62.0% | -40.6% |
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