+376.5%
FIS vs OMC
+267.4%
+109.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.2% |
| 7D | +1.1% | -6.4% | +7.5% | +4.0% |
| 30D | -2.2% | +1.1% | -3.3% | -2.9% |
| 3M | +2.1% | +10.4% | -8.3% | -2.7% |
| 6M | -14.7% | -1.7% | -13.0% | -14.4% |
| YTD | -35.7% | +4.4% | -40.1% | -37.7% |
| 1Y | -37.1% | +8.4% | -45.5% | -40.3% |
| 3Y | -20.0% | +14.4% | -34.4% | -27.7% |
| 5Y | -62.1% | +33.9% | -96.0% | -68.8% |
| 10Y | -37.4% | +34.9% | -72.2% | -51.4% |
| All | +376.5% | +267.4% | +109.1% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling