+98.5%
FLEX vs OMC
+9.8%
+88.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.1% |
| 7D | -0.9% | -6.4% | +5.5% | -2.1% |
| 30D | -10.1% | +1.1% | -11.3% | -9.9% |
| 3M | -31.3% | +10.4% | -41.8% | -30.0% |
| 6M | +71.3% | -1.7% | +73.0% | +74.4% |
| YTD | +81.2% | +4.4% | +76.8% | +86.1% |
| 1Y | +98.5% | +8.4% | +90.1% | +102.5% |
| All | +98.5% | +9.8% | +88.7% | +102.5% |
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