+32.7%
FITB vs OMC
+24.0%
+8.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +2.8% | +1.9% | +0.9% | +2.5% |
| 30D | +9.8% | +12.2% | -2.4% | +8.0% |
| 3M | -5.2% | +0.6% | -5.7% | -5.5% |
| 6M | +17.3% | +21.0% | -3.7% | +14.2% |
| YTD | +19.3% | +12.4% | +6.9% | +18.2% |
| 1Y | +32.7% | +25.4% | +7.3% | +28.0% |
| All | +32.7% | +24.0% | +8.7% | +28.0% |
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