-52.0%
FIS vs OMC
+57.3%
-109.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +1.5% | +1.6% | -0.1% | +0.8% |
| 30D | -11.8% | +15.3% | -27.1% | -17.8% |
| 3M | -28.5% | +4.5% | -33.0% | -30.4% |
| 6M | -27.0% | +20.8% | -47.8% | -33.6% |
| YTD | -53.1% | +13.5% | -66.6% | -56.4% |
| 1Y | -52.8% | +25.2% | -78.0% | -58.0% |
| 3Y | -37.5% | +30.5% | -67.9% | -47.0% |
| 5Y | -71.1% | +52.7% | -123.7% | -77.7% |
| 10Y | -52.0% | +55.2% | -107.2% | -65.6% |
| All | -52.0% | +57.3% | -109.4% | -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