+31.1%
OMC vs ET
+177.0%
-145.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -7.6% | +2.9% | -10.5% | -8.4% |
| 3M | +4.5% | +16.8% | -12.3% | +0.1% |
| 6M | -0.3% | +18.9% | -19.1% | -5.1% |
| YTD | -0.1% | +37.7% | -37.8% | -8.7% |
| 1Y | +4.6% | +32.4% | -27.8% | -3.5% |
| 3Y | +10.5% | +99.5% | -89.0% | -9.5% |
| 5Y | +31.7% | +244.0% | -212.2% | -7.1% |
| All | +31.1% | +177.0% | -145.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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