+31.8%
OMC vs EL
+25.3%
+6.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | -6.2% | -4.4% | -1.9% | -5.1% |
| 30D | -7.6% | +10.3% | -17.8% | -10.5% |
| 3M | +7.4% | +13.4% | -6.0% | +3.1% |
| 6M | +0.1% | +3.1% | -2.9% | -2.1% |
| YTD | +0.4% | -6.9% | +7.4% | -0.2% |
| 1Y | +7.8% | +11.9% | -4.1% | +0.8% |
| 3Y | +11.8% | -33.8% | +45.6% | +15.9% |
| 5Y | +32.5% | -69.0% | +101.4% | +76.8% |
| All | +31.8% | +25.3% | +6.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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