+31.8%
OMC vs EAT
+379.9%
-348.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -6.2% | -6.2% | 0.0% | -5.1% |
| 30D | -7.6% | -3.0% | -4.5% | -7.3% |
| 3M | +7.4% | +45.6% | -38.2% | -0.5% |
| 6M | +0.1% | +53.5% | -53.4% | -8.9% |
| YTD | +0.4% | +49.6% | -49.2% | -8.8% |
| 1Y | +7.8% | +38.9% | -31.1% | -1.3% |
| 3Y | +11.8% | +589.7% | -577.8% | -29.3% |
| 5Y | +32.5% | +318.7% | -286.2% | -11.2% |
| All | +31.8% | +379.9% | -348.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling