+68.4%
FITB vs OMC
+29.1%
+39.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +1.1% |
| 7D | -0.4% | -4.2% | +3.8% | +1.6% |
| 30D | -5.1% | -7.5% | +2.4% | -1.9% |
| 3M | +3.5% | +4.6% | -1.1% | +0.2% |
| 6M | +17.2% | -4.8% | +22.1% | +18.6% |
| YTD | +17.6% | -1.0% | +18.7% | +15.1% |
| 1Y | +23.4% | +3.8% | +19.5% | +16.3% |
| 3Y | +129.7% | +10.2% | +119.5% | +101.3% |
| 5Y | +68.4% | +29.7% | +38.7% | +21.2% |
| All | +68.4% | +29.1% | +39.4% | +21.2% |
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 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