+1,443.7%
FANG vs OMC
+137.3%
+1,306.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.5% |
| 7D | +1.2% | -6.2% | +7.4% | +4.9% |
| 30D | +2.4% | -7.6% | +9.9% | +6.6% |
| 3M | +5.1% | +7.4% | -2.3% | -1.6% |
| 6M | +16.4% | +0.1% | +16.3% | +12.6% |
| YTD | +39.0% | +0.4% | +38.5% | +31.2% |
| 1Y | +50.6% | +7.8% | +42.9% | +34.1% |
| 3Y | +46.9% | +11.8% | +35.1% | +21.1% |
| 5Y | +238.2% | +32.5% | +205.8% | +128.4% |
| 10Y | +181.3% | +34.2% | +147.0% | +82.5% |
| All | +1,443.7% | +137.3% | +1,306.3% | +584.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling