+14.2%
OMC vs ED
+35.1%
-20.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -5.8% | +0.5% | -6.3% | -5.9% |
| 30D | -4.8% | +1.1% | -5.9% | -5.0% |
| 3M | +9.2% | +4.6% | +4.6% | +8.3% |
| 6M | -2.5% | -2.0% | -0.5% | -2.2% |
| YTD | +2.6% | +11.7% | -9.1% | -0.4% |
| 1Y | +5.9% | +15.7% | -9.8% | +2.1% |
| 3Y | +14.2% | +34.4% | -20.2% | +3.8% |
| All | +14.2% | +35.1% | -20.9% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling