+35.7%
OMC vs ESTC
-45.2%
+80.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.0% |
| 7D | -6.4% | -8.1% | +1.7% | -5.5% |
| 30D | +1.1% | +31.7% | -30.6% | -2.3% |
| 3M | +10.4% | +41.1% | -30.6% | +5.7% |
| 6M | -1.7% | +77.1% | -78.8% | -8.6% |
| YTD | +4.4% | +21.7% | -17.3% | +0.9% |
| 1Y | +8.4% | +8.4% | +0.1% | +5.5% |
| 3Y | +14.4% | +23.6% | -9.2% | +5.6% |
| All | +35.7% | -45.2% | +80.9% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling