+626.9%
FLEX vs OMC
+56.4%
+570.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -13.6% | +6.8% | -20.4% | -16.3% |
| 30D | -36.5% | +16.2% | -52.7% | -41.1% |
| 3M | -36.4% | +6.0% | -42.5% | -38.9% |
| 6M | -46.5% | +17.7% | -64.2% | -52.0% |
| YTD | +25.9% | +13.5% | +12.5% | +12.6% |
| 1Y | +19.6% | +27.2% | -7.6% | -0.1% |
| 3Y | +287.0% | +30.4% | +256.6% | +205.8% |
| 5Y | +466.6% | +53.5% | +413.1% | +294.6% |
| 10Y | +626.9% | +57.0% | +569.9% | +383.7% |
| All | +626.9% | +56.4% | +570.5% | +383.7% |
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 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