+31.8%
OMC vs ESI
+310.7%
-278.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.8% |
| 7D | -6.2% | -2.3% | -3.9% | -5.7% |
| 30D | -7.6% | -9.0% | +1.5% | -5.1% |
| 3M | +7.4% | -13.3% | +20.6% | +10.2% |
| 6M | +0.1% | +5.3% | -5.1% | -5.1% |
| YTD | +0.4% | +37.6% | -37.2% | -13.4% |
| 1Y | +7.8% | +33.6% | -25.8% | -6.8% |
| 3Y | +11.8% | +75.8% | -63.9% | -14.2% |
| 5Y | +32.5% | +68.6% | -36.1% | +1.4% |
| All | +31.8% | +310.7% | -278.9% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling