+20.3%
EXE vs OMC
+9.5%
+10.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.2% |
| 7D | -2.7% | -4.2% | +1.5% | -2.3% |
| 30D | -0.4% | -7.5% | +7.1% | +0.4% |
| 3M | +9.5% | +4.6% | +4.8% | +8.3% |
| 6M | -9.3% | -4.8% | -4.5% | -9.0% |
| YTD | -10.9% | -1.0% | -9.9% | -11.3% |
| 1Y | +4.3% | +3.8% | +0.5% | +2.7% |
| All | +20.3% | +9.5% | +10.8% | +12.0% |
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