+29.7%
OMC vs ESI
+74.4%
-44.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | -4.2% | +3.9% | -8.2% | -5.3% |
| 30D | -7.5% | -3.8% | -3.7% | -6.6% |
| 3M | +4.6% | -13.1% | +17.8% | +7.3% |
| 6M | -4.8% | +11.3% | -16.2% | -12.4% |
| YTD | -1.0% | +44.1% | -45.1% | -17.8% |
| 1Y | +3.8% | +40.3% | -36.5% | -13.6% |
| 3Y | +10.2% | +84.1% | -73.8% | -21.5% |
| 5Y | +29.7% | +75.8% | -46.1% | -9.3% |
| All | +29.7% | +74.4% | -44.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling