+48.2%
OMC vs ES
+96.6%
-48.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +10.6% | +8.2% | +2.4% | +7.7% |
| 3M | +2.6% | +0.6% | +2.0% | +2.3% |
| 6M | +16.6% | +6.0% | +10.6% | +14.3% |
| YTD | +10.9% | +9.3% | +1.6% | +7.3% |
| 1Y | +22.1% | +1.1% | +20.9% | +20.8% |
| 3Y | +27.5% | +51.9% | -24.5% | +8.0% |
| 5Y | +50.6% | +6.5% | +44.2% | +42.5% |
| All | +48.2% | +96.6% | -48.4% | +21.8% |
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