+47.5%
FITB vs OMC
+52.4%
-5.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.5% |
| 7D | +2.8% | +1.9% | +0.9% | +1.9% |
| 30D | +9.8% | +12.2% | -2.4% | +3.9% |
| 3M | -5.2% | +0.6% | -5.7% | -5.9% |
| 6M | +17.3% | +21.0% | -3.7% | +5.5% |
| YTD | +19.3% | +12.4% | +6.9% | +9.8% |
| 1Y | +32.7% | +25.4% | +7.3% | +14.0% |
| 3Y | +141.6% | +29.2% | +112.4% | +94.6% |
| All | +47.5% | +52.4% | -5.0% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling