+948.1%
FIX vs OMC
+49.2%
+898.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.3% | +5.6% |
| 7D | -17.5% | +6.3% | -23.7% | -18.6% |
| 30D | -41.6% | +15.4% | -56.9% | -43.6% |
| 3M | -40.6% | +5.8% | -46.3% | -41.7% |
| 6M | -49.4% | +14.7% | -64.0% | -51.9% |
| YTD | +9.2% | +10.3% | -1.1% | +4.1% |
| 1Y | +6.5% | +23.2% | -16.8% | -3.1% |
| 3Y | +448.7% | +24.6% | +424.1% | +383.5% |
| All | +948.1% | +49.2% | +898.9% | +702.9% |
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