+10.5%
OMC vs EQX
+168.9%
-158.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | -4.4% | -3.2% | -1.2% | -4.3% |
| 30D | -7.6% | +7.8% | -15.4% | -7.9% |
| 3M | +4.5% | +21.3% | -16.8% | +3.8% |
| 6M | -0.3% | -22.4% | +22.2% | +0.3% |
| YTD | -0.1% | -11.3% | +11.2% | +0.1% |
| 1Y | +4.6% | +13.5% | -8.9% | +4.0% |
| 3Y | +10.5% | +162.1% | -151.7% | +4.8% |
| All | +10.5% | +168.9% | -158.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling