+178.8%
FDX vs OMC
+29.9%
+149.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | 0.0% |
| 7D | -2.3% | -4.2% | +1.9% | -0.5% |
| 30D | -4.9% | -7.5% | +2.6% | -1.6% |
| 3M | -6.5% | +4.6% | -11.1% | -8.9% |
| 6M | +6.7% | -4.8% | +11.5% | +8.0% |
| YTD | +33.9% | -1.0% | +34.9% | +31.1% |
| 1Y | +72.2% | +3.8% | +68.3% | +63.4% |
| 3Y | +60.2% | +10.2% | +50.0% | +44.2% |
| 5Y | +62.9% | +29.7% | +33.2% | +32.2% |
| 10Y | +178.8% | +32.3% | +146.5% | +112.4% |
| All | +178.8% | +29.9% | +149.0% | +112.4% |
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