+14.2%
OMC vs EAT
+612.9%
-598.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.5% |
| 7D | -5.8% | -4.9% | -0.9% | -5.3% |
| 30D | -4.8% | -1.2% | -3.6% | -4.8% |
| 3M | +9.2% | +52.2% | -43.0% | +4.5% |
| 6M | -2.5% | +65.0% | -67.5% | -7.9% |
| YTD | +2.6% | +55.0% | -52.5% | -3.1% |
| 1Y | +5.9% | +42.1% | -36.1% | +1.0% |
| 3Y | +14.2% | +614.7% | -600.5% | -18.2% |
| All | +14.2% | +612.9% | -598.7% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling