+19.6%
FLEX vs OMC
+24.9%
-5.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.6% |
| 7D | -13.6% | +6.8% | -20.4% | -11.8% |
| 30D | -36.5% | +16.2% | -52.7% | -33.7% |
| 3M | -36.4% | +6.0% | -42.5% | -34.7% |
| 6M | -46.5% | +17.7% | -64.2% | -43.5% |
| YTD | +25.9% | +13.5% | +12.5% | +34.5% |
| 1Y | +19.6% | +27.2% | -7.6% | +25.4% |
| All | +19.6% | +24.9% | -5.3% | +25.4% |
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