+75.5%
FDX vs OMC
+5.6%
+69.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.4% |
| 7D | -3.3% | -5.8% | +2.5% | -2.8% |
| 30D | -1.4% | -4.8% | +3.4% | -0.9% |
| 3M | -4.5% | +9.2% | -13.7% | -4.9% |
| 6M | +9.4% | -2.5% | +11.9% | +9.2% |
| YTD | +36.0% | +2.6% | +33.5% | +36.3% |
| 1Y | +75.5% | +5.9% | +69.6% | +72.8% |
| All | +75.5% | +5.6% | +69.9% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling