+181.9%
FANG vs OMC
+34.2%
+147.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.1% |
| 7D | +2.9% | -4.4% | +7.3% | +5.3% |
| 30D | +2.6% | -7.6% | +10.2% | +6.7% |
| 3M | +7.6% | +4.5% | +3.0% | +2.6% |
| 6M | +17.3% | -0.3% | +17.6% | +13.9% |
| YTD | +38.7% | -0.1% | +38.8% | +31.6% |
| 1Y | +51.6% | +4.6% | +47.0% | +38.2% |
| 3Y | +50.0% | +10.5% | +39.5% | +24.8% |
| 5Y | +237.6% | +31.7% | +205.8% | +127.5% |
| All | +181.9% | +34.2% | +147.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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