+6,472.7%
OMC vs ED
+2,474.3%
+3,998.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | +15.3% | +11.2% | +4.1% | +11.3% |
| 3M | +4.5% | +11.8% | -7.3% | +0.6% |
| 6M | +20.8% | +14.1% | +6.7% | +15.4% |
| YTD | +13.5% | +23.0% | -9.5% | +5.4% |
| 1Y | +25.2% | +23.7% | +1.6% | +15.9% |
| 3Y | +30.5% | +47.7% | -17.3% | +12.4% |
| 5Y | +52.7% | +82.6% | -29.9% | +20.6% |
| 10Y | +55.2% | +141.8% | -86.5% | +9.1% |
| All | +6,472.7% | +2,474.3% | +3,998.4% | +2,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling