+30.9%
OMC vs ELF
+299.0%
-268.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.0% |
| 7D | -6.2% | -10.8% | +4.6% | -4.9% |
| 30D | -7.6% | +0.8% | -8.4% | -7.8% |
| 3M | +7.4% | +64.8% | -57.4% | +0.3% |
| 6M | +0.1% | +19.0% | -18.8% | -2.9% |
| YTD | +0.4% | +25.9% | -25.5% | -3.8% |
| 1Y | +7.8% | -28.8% | +36.5% | +9.5% |
| 3Y | +11.8% | -29.6% | +41.4% | +6.8% |
| 5Y | +32.5% | +216.2% | -183.8% | -3.6% |
| All | +30.9% | +299.0% | -268.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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