+130.7%
FIX vs OMC
+5.6%
+125.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.0% |
| 7D | +6.1% | -5.8% | +11.8% | +4.8% |
| 30D | -2.7% | -4.8% | +2.2% | -3.6% |
| 3M | -10.9% | +9.2% | -20.2% | -9.6% |
| 6M | +29.0% | -2.5% | +31.5% | +29.7% |
| YTD | +76.9% | +2.6% | +74.3% | +75.4% |
| 1Y | +130.7% | +5.9% | +124.8% | +126.1% |
| All | +130.7% | +5.6% | +125.1% | +126.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling