+31.8%
OMC vs ED
+109.0%
-77.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -6.2% | -1.9% | -4.4% | -5.6% |
| 30D | -7.6% | +0.1% | -7.7% | -7.6% |
| 3M | +7.4% | 0.0% | +7.4% | +7.4% |
| 6M | +0.1% | -2.5% | +2.7% | +0.8% |
| YTD | +0.4% | +10.1% | -9.7% | -3.3% |
| 1Y | +7.8% | +13.6% | -5.8% | +2.6% |
| 3Y | +11.8% | +32.4% | -20.6% | -0.8% |
| 5Y | +32.5% | +69.9% | -37.4% | +4.7% |
| All | +31.8% | +109.0% | -77.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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