+12,471.5%
FIX vs OMC
+910.8%
+11,560.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.1% |
| 7D | +6.0% | -6.4% | +12.4% | +9.1% |
| 30D | -7.2% | +1.1% | -8.4% | -8.2% |
| 3M | -15.9% | +10.4% | -26.3% | -21.1% |
| 6M | +12.7% | -1.7% | +14.4% | +10.9% |
| YTD | +72.8% | +4.4% | +68.3% | +62.3% |
| 1Y | +122.9% | +8.4% | +114.5% | +102.7% |
| 3Y | +774.3% | +14.4% | +759.9% | +658.0% |
| 5Y | +2,049.5% | +33.9% | +2,015.6% | +1,575.8% |
| 10Y | +5,821.5% | +34.9% | +5,786.6% | +4,397.0% |
| All | +12,471.5% | +910.8% | +11,560.7% | +4,118.9% |
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 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