+85.2%
OMC vs ESI
+224.6%
-139.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.2% |
| 7D | -6.4% | +3.3% | -9.7% | -7.1% |
| 30D | +1.1% | -5.9% | +7.0% | +2.4% |
| 3M | +10.4% | -14.1% | +24.5% | +13.0% |
| 6M | -1.7% | +6.6% | -8.3% | -5.6% |
| YTD | +4.4% | +45.0% | -40.6% | -7.1% |
| 1Y | +8.4% | +41.5% | -33.0% | -3.4% |
| 3Y | +14.4% | +78.8% | -64.4% | -5.2% |
| 5Y | +33.9% | +70.9% | -37.0% | +10.9% |
| 10Y | +34.9% | +317.1% | -282.2% | -8.2% |
| All | +85.2% | +224.6% | -139.4% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling