+2,896.1%
FITB vs OMC
+6,006.3%
-3,110.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +1.1% |
| 7D | +0.6% | -6.4% | +7.0% | +4.0% |
| 30D | -4.7% | +1.1% | -5.9% | -5.7% |
| 3M | +6.7% | +10.4% | -3.7% | +0.2% |
| 6M | +12.6% | -1.7% | +14.3% | +12.0% |
| YTD | +19.1% | +4.4% | +14.7% | +12.5% |
| 1Y | +22.6% | +8.4% | +14.2% | +12.6% |
| 3Y | +127.1% | +14.4% | +112.7% | +99.5% |
| 5Y | +71.8% | +33.9% | +37.9% | +37.1% |
| 10Y | +287.2% | +34.9% | +252.3% | +206.8% |
| All | +2,896.1% | +6,006.3% | -3,110.2% | +867.5% |
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 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