+178.5%
EXE vs OMC
+50.3%
+128.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.6% |
| 7D | -0.3% | -6.4% | +6.2% | +1.1% |
| 30D | +8.5% | +1.1% | +7.3% | +8.1% |
| 3M | +5.5% | +10.4% | -5.0% | +2.5% |
| 6M | -5.9% | -1.7% | -4.2% | -6.1% |
| YTD | -9.7% | +4.4% | -14.2% | -11.6% |
| 1Y | +3.6% | +8.4% | -4.9% | 0.0% |
| 3Y | +18.0% | +14.4% | +3.6% | +9.4% |
| 5Y | +109.4% | +33.9% | +75.6% | +71.1% |
| All | +178.5% | +50.3% | +128.2% | +129.3% |
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 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