+4.6%
OMC vs EOSE
-42.0%
+46.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -4.4% | +1.8% | -6.2% | -4.3% |
| 30D | -7.6% | -6.8% | -0.8% | -7.4% |
| 3M | +4.5% | -36.3% | +40.8% | +4.3% |
| 6M | -0.3% | -38.8% | +38.5% | +0.1% |
| YTD | -0.1% | -65.5% | +65.4% | -0.7% |
| 1Y | +4.6% | -45.3% | +49.9% | +9.4% |
| All | +4.6% | -42.0% | +46.6% | +9.4% |
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