+43.4%
OMC vs EQH
+230.1%
-186.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | -6.2% | -1.8% | -4.5% | -5.5% |
| 30D | -7.6% | +2.4% | -10.0% | -8.6% |
| 3M | +7.4% | +26.3% | -18.9% | -3.3% |
| 6M | +0.1% | +35.8% | -35.7% | -13.2% |
| YTD | +0.4% | +12.7% | -12.2% | -5.9% |
| 1Y | +7.8% | +2.5% | +5.3% | +4.7% |
| 3Y | +11.8% | +98.6% | -86.8% | -21.7% |
| 5Y | +32.5% | +101.7% | -69.3% | -10.5% |
| All | +43.4% | +230.1% | -186.7% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling