+42.6%
OMC vs EQH
+234.7%
-192.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -4.4% | +0.7% | -5.1% | -4.7% |
| 30D | -7.6% | +2.8% | -10.4% | -8.8% |
| 3M | +4.5% | +23.1% | -18.6% | -4.8% |
| 6M | -0.3% | +41.4% | -41.7% | -15.0% |
| YTD | -0.1% | +14.3% | -14.4% | -7.0% |
| 1Y | +4.6% | +1.6% | +3.0% | +2.0% |
| 3Y | +10.5% | +102.7% | -92.2% | -23.3% |
| 5Y | +31.7% | +104.5% | -72.8% | -11.5% |
| All | +42.6% | +234.7% | -192.1% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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