+499.7%
FICO vs OMC
+52.3%
+447.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -0.9% | +6.3% | -7.2% | -3.8% |
| 30D | +3.3% | +15.4% | -12.0% | -3.0% |
| 3M | -31.7% | +5.8% | -37.5% | -33.2% |
| 6M | -34.0% | +14.7% | -48.6% | -37.6% |
| YTD | -58.3% | +10.3% | -68.6% | -60.2% |
| 1Y | -57.9% | +23.2% | -81.2% | -61.8% |
| 3Y | -24.1% | +24.6% | -48.7% | -32.8% |
| 5Y | +85.3% | +50.1% | +35.2% | +47.6% |
| All | +499.7% | +52.3% | +447.3% | +342.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling