+3.8%
OMC vs ES
+17.2%
-13.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -7.5% | -1.0% | -6.5% | -7.2% |
| 3M | +4.6% | +1.5% | +3.2% | +4.6% |
| 6M | -4.8% | -3.5% | -1.4% | -3.5% |
| YTD | -1.0% | +7.0% | -8.0% | -2.3% |
| 1Y | +3.8% | +15.3% | -11.5% | +1.8% |
| All | +3.8% | +17.2% | -13.3% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling