+25.0%
FLEX vs OMC
+24.5%
+0.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.2% | -17.5% | -10.7% |
| 7D | -17.0% | +12.5% | -29.5% | -13.9% |
| 30D | -33.8% | +16.3% | -50.1% | -30.8% |
| 3M | -39.0% | +8.1% | -47.1% | -37.1% |
| 6M | -15.9% | +17.2% | -33.1% | -11.4% |
| YTD | +27.8% | +11.8% | +16.1% | +36.0% |
| 1Y | +25.0% | +23.9% | +1.0% | +30.4% |
| All | +25.0% | +24.5% | +0.4% | +30.4% |
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