+67.5%
FERG vs OMC
+31.0%
+36.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -1.0% | -6.2% | +5.2% | +1.1% |
| 30D | -11.8% | -7.6% | -4.3% | -9.6% |
| 3M | -1.2% | +7.4% | -8.6% | -4.5% |
| 6M | -2.3% | +0.1% | -2.5% | -3.3% |
| YTD | +0.8% | +0.4% | +0.3% | -1.1% |
| 1Y | +0.5% | +7.8% | -7.3% | -5.1% |
| 3Y | +51.4% | +11.8% | +39.5% | +38.2% |
| 5Y | +67.5% | +32.5% | +35.0% | +37.7% |
| All | +67.5% | +31.0% | +36.5% | +37.7% |
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