+30.2%
OMC vs EFX
-36.2%
+66.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.8% |
| 7D | -4.4% | -4.5% | +0.2% | -2.5% |
| 30D | -7.6% | -6.1% | -1.5% | -5.3% |
| 3M | +4.5% | +6.2% | -1.7% | +1.9% |
| 6M | -0.3% | -11.2% | +11.0% | +3.8% |
| YTD | -0.1% | -21.4% | +21.3% | +8.7% |
| 1Y | +4.6% | -34.3% | +39.0% | +21.4% |
| 3Y | +10.5% | -12.5% | +23.0% | +12.0% |
| All | +30.2% | -36.2% | +66.4% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling