+23.9%
OMC vs EOSE
-85.5%
+109.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.6% | -7.4% | +5.5% |
| 7D | +12.5% | +9.7% | +2.8% | +12.8% |
| 30D | +16.3% | -34.6% | +50.8% | +15.0% |
| 3M | +8.1% | -50.8% | +58.9% | +6.6% |
| 6M | +17.2% | -66.5% | +83.6% | +15.4% |
| YTD | +11.8% | -81.3% | +93.1% | +9.0% |
| 1Y | +23.9% | -84.8% | +108.8% | +20.6% |
| All | +23.9% | -85.5% | +109.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling