+36.1%
OMC vs ELF
+357.0%
-320.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | -6.4% | +5.4% | -11.8% | -7.1% |
| 30D | +1.1% | +27.0% | -25.9% | -2.1% |
| 3M | +10.4% | +113.2% | -102.8% | -0.3% |
| 6M | -1.7% | +36.6% | -38.3% | -6.5% |
| YTD | +4.4% | +44.2% | -39.8% | -1.7% |
| 1Y | +8.4% | -18.0% | +26.4% | +8.2% |
| 3Y | +14.4% | -19.9% | +34.3% | +7.5% |
| 5Y | +33.9% | +257.7% | -223.8% | -4.1% |
| All | +36.1% | +357.0% | -320.9% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling