+101.7%
FICO vs OMC
+33.9%
+67.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.5% | -14.2% | -15.6% |
| 7D | -19.2% | -6.4% | -12.8% | -16.6% |
| 30D | -14.6% | +1.1% | -15.7% | -14.8% |
| 3M | -20.1% | +10.4% | -30.5% | -23.2% |
| 6M | -36.3% | -1.7% | -34.6% | -35.7% |
| YTD | -44.9% | +4.4% | -49.3% | -45.9% |
| 1Y | -38.6% | +8.4% | -47.1% | -41.2% |
| 3Y | +4.0% | +14.4% | -10.4% | -4.7% |
| All | +101.7% | +33.9% | +67.8% | +62.0% |
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