-52.4%
FIS vs OMC
+53.0%
-105.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +3.6% |
| 7D | +2.8% | +1.9% | +1.0% | +2.0% |
| 30D | -16.7% | +12.2% | -28.9% | -21.4% |
| 3M | -32.3% | +0.6% | -32.9% | -33.0% |
| 6M | -29.1% | +21.0% | -50.1% | -35.4% |
| YTD | -54.1% | +12.4% | -66.5% | -57.2% |
| 1Y | -53.7% | +25.4% | -79.1% | -58.9% |
| 3Y | -38.8% | +29.2% | -68.0% | -47.9% |
| 5Y | -71.1% | +52.6% | -123.7% | -77.7% |
| All | -52.4% | +53.0% | -105.4% | -65.6% |
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