+5,947.5%
OMC vs ED
+2,217.3%
+3,730.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.0% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | +1.1% | -0.1% | +1.3% | +1.2% |
| 3M | +10.4% | +3.9% | +6.5% | +8.9% |
| 6M | -1.7% | -3.0% | +1.3% | -0.9% |
| YTD | +4.4% | +10.7% | -6.2% | +0.5% |
| 1Y | +8.4% | +13.3% | -4.9% | +3.4% |
| 3Y | +14.4% | +34.5% | -20.1% | +1.6% |
| 5Y | +33.9% | +67.1% | -33.3% | +8.8% |
| 10Y | +34.9% | +103.0% | -68.2% | +0.5% |
| All | +5,947.5% | +2,217.3% | +3,730.3% | +2,360.4% |
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