+239.9%
OMC vs EFV
+256.4%
-16.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -5.8% | +1.0% | -6.7% | -6.4% |
| 30D | -4.8% | +0.2% | -5.0% | -4.9% |
| 3M | +9.2% | +9.6% | -0.4% | +1.9% |
| 6M | -2.5% | +14.0% | -16.5% | -11.9% |
| YTD | +2.6% | +18.5% | -15.9% | -10.3% |
| 1Y | +5.9% | +27.9% | -22.0% | -12.6% |
| 3Y | +14.2% | +92.4% | -78.2% | -31.0% |
| 5Y | +33.2% | +97.2% | -63.9% | -20.9% |
| 10Y | +33.4% | +163.0% | -129.6% | -35.6% |
| All | +239.9% | +256.4% | -16.5% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling