+5,947.5%
OMC vs EFX
+6,408.3%
-460.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -0.3% |
| 7D | -6.4% | -8.6% | +2.2% | -3.5% |
| 30D | +1.1% | +0.1% | +1.0% | +1.0% |
| 3M | +10.4% | +3.8% | +6.6% | +8.7% |
| 6M | -1.7% | -13.5% | +11.8% | +2.6% |
| YTD | +4.4% | -17.7% | +22.1% | +10.8% |
| 1Y | +8.4% | -25.6% | +34.0% | +18.8% |
| 3Y | +14.4% | -12.1% | +26.5% | +16.0% |
| 5Y | +33.9% | -33.8% | +67.7% | +45.7% |
| 10Y | +34.9% | +45.1% | -10.3% | +8.4% |
| All | +5,947.5% | +6,408.3% | -460.7% | +2,041.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling