+4,087.3%
FDX vs OMC
+6,006.3%
-1,918.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.5% |
| 7D | -2.5% | -6.4% | +3.9% | +0.2% |
| 30D | +3.8% | +1.1% | +2.7% | +3.3% |
| 3M | -1.3% | +10.4% | -11.7% | -5.9% |
| 6M | +5.0% | -1.7% | +6.7% | +4.8% |
| YTD | +39.6% | +4.4% | +35.2% | +33.8% |
| 1Y | +81.1% | +8.4% | +72.7% | +69.6% |
| 3Y | +63.0% | +14.4% | +48.6% | +47.0% |
| 5Y | +65.6% | +33.9% | +31.7% | +37.8% |
| 10Y | +183.4% | +34.9% | +148.5% | +126.1% |
| All | +4,087.3% | +6,006.3% | -1,918.9% | +951.8% |
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 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