+29.7%
OMC vs ELF
+230.6%
-200.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.0% |
| 7D | -4.2% | -6.8% | +2.5% | -3.4% |
| 30D | -7.5% | +5.1% | -12.6% | -8.1% |
| 3M | +4.6% | +79.8% | -75.1% | -2.7% |
| 6M | -4.8% | +29.7% | -34.6% | -8.4% |
| YTD | -1.0% | +31.6% | -32.6% | -5.3% |
| 1Y | +3.8% | -27.9% | +31.8% | +5.6% |
| 3Y | +10.2% | -26.4% | +36.6% | +3.3% |
| 5Y | +29.7% | +235.6% | -205.9% | -27.0% |
| All | +29.7% | +230.6% | -200.9% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling