+47.7%
OMC vs ESTC
+23.7%
+24.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.3% |
| 7D | -4.2% | -3.3% | -0.9% | -3.9% |
| 30D | -7.5% | +13.4% | -20.9% | -9.0% |
| 3M | +4.6% | +41.3% | -36.7% | +0.5% |
| 6M | -4.8% | +62.6% | -67.4% | -10.2% |
| YTD | -1.0% | +14.8% | -15.8% | -3.5% |
| 1Y | +3.8% | -5.1% | +8.9% | +2.7% |
| 3Y | +10.2% | +11.2% | -0.9% | +3.9% |
| 5Y | +29.7% | -47.0% | +76.7% | +25.1% |
| All | +47.7% | +23.7% | +24.0% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling