+14.2%
OMC vs ESI
+82.9%
-68.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -5.8% | +5.4% | -11.1% | -6.8% |
| 30D | -4.8% | -4.2% | -0.6% | -4.1% |
| 3M | +9.2% | -9.6% | +18.8% | +10.0% |
| 6M | -2.5% | +18.3% | -20.8% | -10.9% |
| YTD | +2.6% | +45.8% | -43.3% | -12.2% |
| 1Y | +5.9% | +39.2% | -33.2% | -8.5% |
| 3Y | +14.2% | +86.3% | -72.1% | -13.0% |
| All | +14.2% | +82.9% | -68.7% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling