-4.8%
OMC vs EFV
+14.9%
-19.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.0% |
| 7D | -4.2% | -0.5% | -3.7% | -3.9% |
| 30D | -7.5% | 0.0% | -7.5% | -7.4% |
| 3M | +4.6% | +8.4% | -3.8% | +0.7% |
| 6M | -4.8% | +12.3% | -17.2% | -10.6% |
| All | -4.8% | +14.9% | -19.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 6mo: compounded portfolio wealth divided by compounded EFV 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…
6mo analysis · Full analysis span regression · 6 months rolling