-80.8%
FIG vs OMC
+14.0%
-94.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.3% |
| 7D | -12.2% | -6.2% | -6.0% | -8.5% |
| 30D | -11.0% | -7.6% | -3.4% | -6.2% |
| 3M | +11.9% | +7.4% | +4.5% | +7.4% |
| 6M | -21.9% | +0.1% | -22.1% | -21.8% |
| YTD | -40.8% | +0.4% | -41.2% | -42.3% |
| 1Y | -56.6% | +7.8% | -64.4% | -57.5% |
| All | -80.8% | +14.0% | -94.8% | -80.3% |
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