+8,968.5%
FIX vs OMC
+998.5%
+7,970.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +6.4% | +1.6% | +4.9% | +5.8% |
| 30D | -29.1% | +15.3% | -44.4% | -34.3% |
| 3M | -31.1% | +4.5% | -35.6% | -33.7% |
| 6M | -42.8% | +20.8% | -63.6% | -49.5% |
| YTD | +24.6% | +13.5% | +11.1% | +11.1% |
| 1Y | +21.9% | +25.2% | -3.3% | +3.1% |
| 3Y | +524.9% | +30.5% | +494.5% | +402.3% |
| 5Y | +1,092.2% | +52.7% | +1,039.5% | +761.8% |
| 10Y | +3,759.0% | +55.2% | +3,703.8% | +2,612.1% |
| All | +8,968.5% | +998.5% | +7,970.0% | +2,788.7% |
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