-80.9%
FIG vs OMC
+12.3%
-93.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -1.0% |
| 7D | -14.5% | -4.2% | -10.2% | -12.1% |
| 30D | -13.3% | -7.5% | -5.8% | -8.7% |
| 3M | +7.4% | +4.6% | +2.8% | +4.8% |
| 6M | -27.8% | -4.8% | -23.0% | -25.5% |
| YTD | -41.1% | -1.0% | -40.1% | -42.1% |
| 1Y | -58.7% | +3.8% | -62.6% | -59.7% |
| All | -80.9% | +12.3% | -93.3% | -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 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