+2,105.4%
FIX vs OMC
+33.9%
+2,071.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.5% |
| 7D | +6.0% | -6.4% | +12.4% | +7.7% |
| 30D | -7.2% | +1.1% | -8.4% | -7.8% |
| 3M | -15.9% | +10.4% | -26.3% | -19.1% |
| 6M | +12.7% | -1.7% | +14.4% | +12.2% |
| YTD | +72.8% | +4.4% | +68.3% | +67.3% |
| 1Y | +122.9% | +8.4% | +114.5% | +110.4% |
| 3Y | +774.3% | +14.4% | +759.9% | +691.2% |
| All | +2,105.4% | +33.9% | +2,071.5% | +1,627.3% |
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