+206.5%
FITB vs OMC
+53.0%
+153.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.3% |
| 7D | +2.8% | +1.9% | +0.9% | +1.5% |
| 30D | +9.8% | +12.2% | -2.4% | +1.7% |
| 3M | -5.2% | +0.6% | -5.7% | -6.3% |
| 6M | +17.3% | +21.0% | -3.7% | +1.4% |
| YTD | +19.3% | +12.4% | +6.9% | +5.4% |
| 1Y | +32.7% | +25.4% | +7.3% | +7.7% |
| 3Y | +141.6% | +29.2% | +112.4% | +83.1% |
| 5Y | +48.9% | +52.6% | -3.7% | -4.9% |
| All | +206.5% | +53.0% | +153.5% | +82.4% |
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