+91.0%
FICO vs OMC
+48.8%
+42.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | -0.8% | +10.6% | -11.4% | -5.4% |
| 3M | -31.3% | +2.6% | -33.9% | -31.9% |
| 6M | -33.9% | +16.6% | -50.6% | -38.1% |
| YTD | -57.6% | +10.9% | -68.5% | -59.5% |
| 1Y | -59.7% | +22.1% | -81.7% | -63.2% |
| 3Y | -28.0% | +27.5% | -55.5% | -37.2% |
| 5Y | +91.0% | +50.6% | +40.3% | +48.0% |
| All | +91.0% | +48.8% | +42.2% | +48.0% |
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