+48.2%
OMC vs ELF
+316.3%
-268.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.8% |
| 7D | -0.3% | +3.4% | -3.6% | -0.7% |
| 30D | +10.6% | +5.0% | +5.7% | +9.9% |
| 3M | +2.6% | +22.6% | -20.0% | -0.3% |
| 6M | +16.6% | +104.0% | -87.4% | +5.6% |
| YTD | +10.9% | +49.3% | -38.4% | +3.8% |
| 1Y | +22.1% | +46.0% | -24.0% | +14.4% |
| 3Y | +27.5% | +19.4% | +8.1% | +12.9% |
| 5Y | +50.6% | +262.0% | -211.4% | +7.7% |
| All | +48.2% | +316.3% | -268.1% | -5.8% |
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