+1,348.4%
FERG vs OMC
+246.5%
+1,102.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.7% |
| 7D | 0.0% | -6.4% | +6.4% | +1.0% |
| 30D | -10.2% | +1.1% | -11.3% | -10.4% |
| 3M | -0.6% | +10.4% | -11.0% | -2.5% |
| 6M | -6.5% | -1.7% | -4.8% | -6.6% |
| YTD | +4.2% | +4.4% | -0.3% | +2.6% |
| 1Y | -2.3% | +8.4% | -10.7% | -4.6% |
| 3Y | +48.5% | +14.4% | +34.1% | +43.6% |
| 5Y | +72.0% | +33.9% | +38.2% | +63.3% |
| 10Y | +369.9% | +34.9% | +335.0% | +341.6% |
| All | +1,348.4% | +246.5% | +1,102.0% | +1,301.5% |
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