+4,064.1%
FDX vs OMC
+6,533.5%
-2,469.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +0.5% | +6.8% | -6.4% | -2.2% |
| 30D | +9.5% | +16.2% | -6.6% | +2.8% |
| 3M | -1.3% | +6.0% | -7.4% | -3.9% |
| 6M | +5.5% | +17.7% | -12.2% | -2.3% |
| YTD | +38.9% | +13.5% | +25.4% | +28.4% |
| 1Y | +58.8% | +27.2% | +31.6% | +39.4% |
| 3Y | +71.1% | +30.4% | +40.7% | +45.9% |
| 5Y | +76.3% | +53.5% | +22.8% | +38.8% |
| 10Y | +153.4% | +57.0% | +96.4% | +89.8% |
| All | +4,064.1% | +6,533.5% | -2,469.3% | +909.3% |
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