+2,900.6%
FITB vs OMC
+6,469.3%
-3,568.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | +2.8% | +1.9% | +0.9% | +1.8% |
| 30D | +9.8% | +12.2% | -2.4% | +3.2% |
| 3M | -5.2% | +0.6% | -5.7% | -6.1% |
| 6M | +17.3% | +21.0% | -3.7% | +4.4% |
| YTD | +19.3% | +12.4% | +6.9% | +8.0% |
| 1Y | +32.7% | +25.4% | +7.3% | +12.8% |
| 3Y | +141.6% | +29.2% | +112.4% | +98.0% |
| 5Y | +48.9% | +52.6% | -3.7% | +10.5% |
| 10Y | +216.5% | +53.6% | +162.9% | +134.3% |
| All | +2,900.6% | +6,469.3% | -3,568.6% | +829.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling