+7,595.3%
EW vs OMC
+240.2%
+7,355.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +6.5% | +1.6% | +4.9% | +6.0% |
| 30D | +22.5% | +15.3% | +7.2% | +17.7% |
| 3M | +13.0% | +4.5% | +8.5% | +11.3% |
| 6M | +37.1% | +20.8% | +16.3% | +29.2% |
| YTD | +24.1% | +13.5% | +10.6% | +17.9% |
| 1Y | +24.2% | +25.2% | -1.0% | +14.5% |
| 3Y | +64.8% | +30.5% | +34.3% | +46.5% |
| 5Y | -7.4% | +52.7% | -60.1% | -22.5% |
| 10Y | +248.8% | +55.2% | +193.6% | +177.2% |
| All | +7,595.3% | +240.2% | +7,355.1% | +4,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling