+70.0%
FDX vs OMC
+49.2%
+20.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -1.6% | +6.3% | -7.9% | -3.9% |
| 30D | +6.6% | +15.4% | -8.8% | +0.7% |
| 3M | -2.1% | +5.8% | -7.8% | -4.3% |
| 6M | +2.2% | +14.7% | -12.5% | -4.0% |
| YTD | +33.9% | +10.3% | +23.6% | +26.4% |
| 1Y | +50.2% | +23.2% | +27.0% | +33.9% |
| 3Y | +65.5% | +24.6% | +40.9% | +40.3% |
| All | +70.0% | +49.2% | +20.8% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling