+6,034.5%
FIX vs OMC
+29.9%
+6,004.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -0.4% |
| 7D | +3.5% | -4.2% | +7.8% | +5.5% |
| 30D | -3.5% | -7.5% | +4.0% | -0.5% |
| 3M | -11.8% | +4.6% | -16.4% | -15.5% |
| 6M | +17.8% | -4.8% | +22.6% | +17.6% |
| YTD | +73.3% | -1.0% | +74.3% | +66.6% |
| 1Y | +128.1% | +3.8% | +124.3% | +110.0% |
| 3Y | +772.7% | +10.2% | +762.4% | +650.9% |
| 5Y | +2,166.4% | +29.7% | +2,136.7% | +1,569.2% |
| 10Y | +6,034.5% | +32.3% | +6,002.2% | +4,000.6% |
| All | +6,034.5% | +29.9% | +6,004.6% | +4,000.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling