+57.0%
OMC vs ES
+87.3%
-30.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +6.8% | +0.9% | +6.0% | +6.5% |
| 30D | +16.2% | +5.9% | +10.2% | +13.9% |
| 3M | +6.0% | -1.0% | +7.1% | +6.3% |
| 6M | +17.7% | +7.2% | +10.6% | +14.9% |
| YTD | +13.5% | +7.0% | +6.5% | +10.6% |
| 1Y | +27.2% | +0.5% | +26.7% | +26.2% |
| 3Y | +30.4% | +48.7% | -18.3% | +11.4% |
| 5Y | +53.5% | +1.9% | +51.6% | +47.6% |
| 10Y | +57.0% | +89.2% | -32.2% | +32.1% |
| All | +57.0% | +87.3% | -30.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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