+153.4%
EXE vs OMC
+61.7%
+91.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +5.3% | +1.9% | +3.5% | +4.9% |
| 30D | -2.2% | +12.2% | -14.4% | -4.6% |
| 3M | -5.9% | +0.6% | -6.5% | -6.2% |
| 6M | -5.7% | +21.0% | -26.7% | -10.4% |
| YTD | -17.8% | +12.4% | -30.2% | -20.9% |
| 1Y | -23.1% | +25.4% | -48.5% | -28.3% |
| 3Y | +21.2% | +29.2% | -8.0% | +8.7% |
| 5Y | +78.8% | +52.6% | +26.2% | +40.2% |
| All | +153.4% | +61.7% | +91.7% | +105.2% |
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