+5,838.5%
OMC vs ETR
+4,465.2%
+1,373.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | -5.8% | +1.4% | -7.2% | -6.2% |
| 30D | -4.8% | +1.9% | -6.7% | -5.4% |
| 3M | +9.2% | +1.0% | +8.2% | +8.8% |
| 6M | -2.5% | +4.8% | -7.3% | -4.4% |
| YTD | +2.6% | +19.5% | -17.0% | -3.5% |
| 1Y | +5.9% | +28.1% | -22.2% | -2.5% |
| 3Y | +14.2% | +151.1% | -137.0% | -15.8% |
| 5Y | +33.2% | +125.2% | -91.9% | +0.4% |
| 10Y | +33.4% | +291.1% | -257.7% | -15.6% |
| All | +5,838.5% | +4,465.2% | +1,373.2% | +2,243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling