+282.0%
FITB vs OMC
+35.0%
+247.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | -0.5% |
| 7D | -1.0% | -6.2% | +5.2% | +3.1% |
| 30D | -5.5% | -7.6% | +2.1% | -1.1% |
| 3M | +4.1% | +7.4% | -3.3% | -2.1% |
| 6M | +18.7% | +0.1% | +18.6% | +16.3% |
| YTD | +18.2% | +0.4% | +17.7% | +12.6% |
| 1Y | +23.7% | +7.8% | +15.9% | +10.7% |
| 3Y | +130.8% | +11.8% | +118.9% | +93.8% |
| 5Y | +69.8% | +32.5% | +37.3% | +19.9% |
| All | +282.0% | +35.0% | +247.0% | +145.8% |
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