-83.2%
FIG vs OMC
+27.5%
-110.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.9% |
| 7D | +3.4% | +1.9% | +1.5% | +2.1% |
| 30D | -9.5% | +12.2% | -21.7% | -15.9% |
| 3M | -26.2% | +0.6% | -26.8% | -26.5% |
| 6M | +2.7% | +21.0% | -18.3% | -8.8% |
| YTD | -48.0% | +12.4% | -60.3% | -52.8% |
| 1Y | -52.0% | +25.4% | -77.5% | -57.4% |
| All | -83.2% | +27.5% | -110.6% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling