+6,406.1%
OMC vs EFX
+6,815.2%
-409.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +1.9% | -0.8% | +2.6% | +2.1% |
| 30D | +12.2% | +25.1% | -12.9% | +3.6% |
| 3M | +0.6% | +1.7% | -1.1% | -0.4% |
| 6M | +21.0% | +18.4% | +2.6% | +13.6% |
| YTD | +12.4% | -12.5% | +24.9% | +16.4% |
| 1Y | +25.4% | -8.1% | +33.5% | +27.8% |
| 3Y | +29.2% | +4.8% | +24.4% | +23.3% |
| 5Y | +52.6% | -30.1% | +82.7% | +62.8% |
| 10Y | +53.6% | +81.5% | -27.8% | +14.5% |
| All | +6,406.1% | +6,815.2% | -409.1% | +2,149.1% |
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