+6.2%
OMC vs ESI
+40.3%
-34.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | -4.2% | +3.9% | -8.2% | -4.4% |
| 30D | -7.5% | -3.8% | -3.7% | -7.3% |
| 3M | +4.6% | -13.1% | +17.8% | +4.7% |
| 6M | -4.8% | +11.3% | -16.2% | -10.7% |
| YTD | -1.0% | +44.1% | -45.1% | -10.5% |
| All | +6.2% | +40.3% | -34.1% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling