+14.2%
OMC vs ESTC
+11.7%
+2.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.4% |
| 7D | -5.8% | -4.3% | -1.5% | -5.3% |
| 30D | -4.8% | +17.7% | -22.5% | -6.6% |
| 3M | +9.2% | +42.3% | -33.1% | +5.0% |
| 6M | -2.5% | +64.6% | -67.1% | -7.8% |
| YTD | +2.6% | +17.2% | -14.6% | -0.5% |
| 1Y | +5.9% | -4.2% | +10.2% | +4.2% |
| 3Y | +14.2% | +13.5% | +0.7% | +7.7% |
| All | +14.2% | +11.7% | +2.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling