+55.5%
OMC vs EXPD
+334.2%
-278.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.3% |
| 7D | +5.4% | -5.5% | +10.8% | +7.8% |
| 30D | +15.7% | -1.9% | +17.6% | +16.5% |
| 3M | +4.9% | +6.1% | -1.2% | +1.8% |
| 6M | +17.3% | +21.6% | -4.4% | +7.0% |
| YTD | +13.0% | +27.9% | -14.9% | -0.3% |
| 1Y | +24.1% | +39.4% | -15.3% | +5.1% |
| 3Y | +31.2% | +72.7% | -41.4% | -1.4% |
| 5Y | +53.4% | +60.3% | -6.9% | +16.4% |
| 10Y | +55.5% | +332.6% | -277.0% | -23.9% |
| All | +55.5% | +334.2% | -278.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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