+5,947.5%
OMC vs ES
+1,243.3%
+4,704.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | +1.1% | -2.0% | +3.1% | +1.7% |
| 3M | +10.4% | +1.7% | +8.7% | +9.9% |
| 6M | -1.7% | -3.5% | +1.8% | -0.8% |
| YTD | +4.4% | +7.9% | -3.5% | +1.8% |
| 1Y | +8.4% | +17.2% | -8.7% | +2.7% |
| 3Y | +14.4% | +29.3% | -14.9% | +3.5% |
| 5Y | +33.9% | -5.7% | +39.6% | +32.0% |
| 10Y | +34.9% | +85.2% | -50.4% | +6.4% |
| All | +5,947.5% | +1,243.3% | +4,704.3% | +2,806.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling