+50.2%
OMC vs ELF
+332.6%
-282.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.8% |
| 7D | +1.9% | +1.6% | +0.3% | +1.7% |
| 30D | +12.2% | +9.1% | +3.1% | +10.9% |
| 3M | +0.6% | +28.2% | -27.6% | -2.8% |
| 6M | +21.0% | +119.5% | -98.5% | +8.6% |
| YTD | +12.4% | +55.2% | -42.8% | +4.6% |
| 1Y | +25.4% | +58.6% | -33.2% | +16.3% |
| 3Y | +29.2% | +21.3% | +7.9% | +14.3% |
| 5Y | +52.6% | +276.2% | -223.6% | +8.6% |
| All | +50.2% | +332.6% | -282.4% | -5.0% |
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