-40.7%
FIS vs OMC
+35.0%
-75.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.5% |
| 7D | -8.9% | -6.2% | -2.7% | -6.2% |
| 30D | -9.9% | -7.6% | -2.4% | -6.8% |
| 3M | 0.0% | +7.4% | -7.4% | -3.4% |
| 6M | -22.9% | +0.1% | -23.0% | -23.2% |
| YTD | -40.9% | +0.4% | -41.3% | -41.6% |
| 1Y | -40.4% | +7.8% | -48.2% | -43.2% |
| 3Y | -25.4% | +11.8% | -37.2% | -31.8% |
| 5Y | -64.8% | +32.5% | -97.3% | -70.9% |
| All | -40.7% | +35.0% | -75.6% | -54.3% |
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