+9.5%
OMC vs ETR
+148.1%
-138.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.3% |
| 7D | -4.2% | +0.4% | -4.6% | -4.3% |
| 30D | -7.5% | +2.0% | -9.5% | -7.8% |
| 3M | +4.6% | -1.7% | +6.3% | +4.9% |
| 6M | -4.8% | +3.6% | -8.4% | -5.7% |
| YTD | -1.0% | +18.0% | -19.1% | -4.5% |
| 1Y | +3.8% | +26.2% | -22.4% | -1.2% |
| All | +9.5% | +148.1% | -138.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling