+1,086.7%
FLEX vs OMC
+29.9%
+1,056.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | +0.2% |
| 7D | +6.4% | -4.2% | +10.6% | +8.3% |
| 30D | -5.9% | -7.5% | +1.6% | -2.9% |
| 3M | -23.5% | +4.6% | -28.1% | -26.5% |
| 6M | +83.7% | -4.8% | +88.6% | +83.3% |
| YTD | +86.5% | -1.0% | +87.5% | +79.1% |
| 1Y | +100.5% | +3.8% | +96.7% | +85.3% |
| 3Y | +469.8% | +10.2% | +459.6% | +392.6% |
| 5Y | +725.7% | +29.7% | +695.9% | +529.7% |
| 10Y | +1,086.7% | +32.3% | +1,054.4% | +734.8% |
| All | +1,086.7% | +29.9% | +1,056.9% | +734.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling