-42.7%
FIS vs OMC
+2.6%
-45.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -1.9% |
| 7D | -9.1% | -4.2% | -4.8% | -7.3% |
| 30D | -10.4% | -7.5% | -2.9% | -7.4% |
| 3M | -3.7% | +4.6% | -8.3% | -5.9% |
| 6M | -24.8% | -4.8% | -19.9% | -23.9% |
| YTD | -41.6% | -1.0% | -40.5% | -41.6% |
| 1Y | -42.7% | +3.8% | -46.6% | -44.1% |
| All | -42.7% | +2.6% | -45.4% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling