+31.1%
OMC vs EFX
+42.6%
-11.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -4.4% | -4.5% | +0.2% | -2.6% |
| 30D | -7.6% | -6.1% | -1.5% | -5.4% |
| 3M | +4.5% | +6.2% | -1.7% | +2.0% |
| 6M | -0.3% | -11.2% | +11.0% | +3.6% |
| YTD | -0.1% | -21.4% | +21.3% | +8.4% |
| 1Y | +4.6% | -34.3% | +39.0% | +20.9% |
| 3Y | +10.5% | -12.5% | +23.0% | +12.1% |
| 5Y | +31.7% | -35.6% | +67.3% | +44.9% |
| All | +31.1% | +42.6% | -11.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling