+5,947.5%
OMC vs EXPD
+30,859.1%
-24,911.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -6.4% | -1.1% | -5.3% | -6.1% |
| 30D | +1.1% | +4.1% | -3.0% | +0.1% |
| 3M | +10.4% | +17.9% | -7.5% | +5.8% |
| 6M | -1.7% | +29.2% | -30.9% | -8.1% |
| YTD | +4.4% | +27.4% | -22.9% | -2.3% |
| 1Y | +8.4% | +56.8% | -48.4% | -3.9% |
| 3Y | +14.4% | +68.0% | -53.6% | -0.9% |
| 5Y | +33.9% | +61.9% | -28.0% | +16.0% |
| 10Y | +34.9% | +316.0% | -281.2% | -6.6% |
| All | +5,947.5% | +30,859.1% | -24,911.5% | +2,484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling