+69.3%
OMC vs ESTC
+24.6%
+44.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | +6.8% | -3.6% | +10.4% | +7.2% |
| 30D | +16.2% | -11.2% | +27.3% | +17.4% |
| 3M | +6.0% | +14.3% | -8.3% | +4.0% |
| 6M | +17.7% | +67.0% | -49.3% | +10.6% |
| YTD | +13.5% | +15.7% | -2.2% | +10.2% |
| 1Y | +27.2% | -6.3% | +33.5% | +25.8% |
| 3Y | +30.4% | +14.5% | +15.9% | +22.4% |
| 5Y | +53.5% | -49.9% | +103.4% | +48.5% |
| All | +69.3% | +24.6% | +44.6% | +31.0% |
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