+9.5%
OMC vs EFX
-12.7%
+22.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.6% |
| 7D | -4.2% | -9.4% | +5.1% | -0.2% |
| 30D | -7.5% | -6.9% | -0.6% | -4.8% |
| 3M | +4.6% | +0.1% | +4.5% | +4.4% |
| 6M | -4.8% | -17.3% | +12.5% | +2.1% |
| YTD | -1.0% | -21.8% | +20.8% | +8.1% |
| 1Y | +3.8% | -32.5% | +36.4% | +19.3% |
| All | +9.5% | -12.7% | +22.1% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling