+614.8%
FLEX vs OMC
+53.0%
+561.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.6% |
| 7D | +7.5% | +1.9% | +5.6% | +6.7% |
| 30D | -25.3% | +12.2% | -37.5% | -29.5% |
| 3M | -39.7% | +0.6% | -40.3% | -40.6% |
| 6M | -47.9% | +21.0% | -68.9% | -53.8% |
| YTD | +24.1% | +12.4% | +11.7% | +11.4% |
| 1Y | +26.0% | +25.4% | +0.5% | +5.9% |
| 3Y | +282.7% | +29.2% | +253.5% | +203.4% |
| 5Y | +424.2% | +52.6% | +371.6% | +265.6% |
| All | +614.8% | +53.0% | +561.8% | +377.0% |
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