+69,298.0%
FAST vs OMC
+6,006.3%
+63,291.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.7% |
| 7D | -0.4% | -6.4% | +6.0% | +2.3% |
| 30D | -0.8% | +1.1% | -1.9% | -1.4% |
| 3M | +5.8% | +10.4% | -4.7% | +1.0% |
| 6M | +8.0% | -1.7% | +9.7% | +7.6% |
| YTD | +25.6% | +4.4% | +21.2% | +20.6% |
| 1Y | +0.8% | +8.4% | -7.6% | -5.3% |
| 3Y | +86.1% | +14.4% | +71.7% | +67.8% |
| 5Y | +100.2% | +33.9% | +66.3% | +64.7% |
| 10Y | +494.2% | +34.9% | +459.3% | +362.1% |
| All | +69,298.0% | +6,006.3% | +63,291.8% | +16,369.1% |
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