+531.6%
FICO vs OMC
+56.1%
+475.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.3% | +1.6% |
| 7D | -0.1% | +5.4% | -5.4% | -2.6% |
| 30D | +8.4% | +15.7% | -7.3% | +1.6% |
| 3M | -30.5% | +4.9% | -35.4% | -31.7% |
| 6M | -35.7% | +17.3% | -53.0% | -39.9% |
| YTD | -57.2% | +13.0% | -70.2% | -59.5% |
| 1Y | -58.4% | +24.1% | -82.5% | -62.3% |
| 3Y | -24.8% | +31.2% | -56.0% | -35.0% |
| 5Y | +79.3% | +53.4% | +25.9% | +41.3% |
| 10Y | +531.6% | +55.5% | +476.1% | +359.3% |
| All | +531.6% | +56.1% | +475.6% | +359.3% |
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 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