+77,932.6%
FAST vs OMC
+6,536.5%
+71,396.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +4.3% | +1.6% | +2.7% | +3.6% |
| 30D | +8.3% | +15.3% | -7.0% | +2.1% |
| 3M | +6.5% | +4.5% | +2.0% | +4.2% |
| 6M | +29.5% | +20.8% | +8.7% | +18.7% |
| YTD | +41.3% | +13.5% | +27.8% | +30.7% |
| 1Y | +37.4% | +25.2% | +12.2% | +21.7% |
| 3Y | +98.5% | +30.5% | +68.1% | +69.3% |
| 5Y | +111.1% | +52.7% | +58.4% | +64.4% |
| 10Y | +548.6% | +55.2% | +493.4% | +374.9% |
| All | +77,932.6% | +6,536.5% | +71,396.1% | +17,757.7% |
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