+52.4%
OMC vs EAT
+363.9%
-311.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +1.9% | -4.0% | +5.9% | +2.5% |
| 30D | +12.2% | -2.9% | +15.1% | +12.4% |
| 3M | +0.6% | -16.9% | +17.5% | +3.2% |
| 6M | +21.0% | +57.0% | -36.0% | +10.8% |
| YTD | +12.4% | +38.2% | -25.8% | +3.9% |
| 1Y | +25.4% | +69.3% | -43.9% | +10.9% |
| 3Y | +29.2% | +483.0% | -453.8% | -18.7% |
| All | +52.4% | +363.9% | -311.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling