+65.5%
FDX vs OMC
+23.9%
+41.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -1.6% | +6.3% | -7.9% | -3.3% |
| 30D | +6.6% | +15.4% | -8.8% | +2.3% |
| 3M | -2.1% | +5.8% | -7.8% | -3.7% |
| 6M | +2.2% | +14.7% | -12.5% | -2.2% |
| YTD | +33.9% | +10.3% | +23.6% | +29.3% |
| 1Y | +50.2% | +23.2% | +27.0% | +38.2% |
| 3Y | +65.5% | +24.6% | +40.9% | +37.6% |
| All | +65.5% | +23.9% | +41.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling