+478.1%
FLEX vs OMC
+12.9%
+465.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.6% |
| 7D | +7.0% | -5.8% | +12.7% | +7.8% |
| 30D | -5.8% | -4.8% | -1.0% | -5.3% |
| 3M | -24.2% | +9.2% | -33.4% | -25.8% |
| 6M | +90.8% | -2.5% | +93.3% | +91.5% |
| YTD | +89.2% | +2.6% | +86.6% | +87.4% |
| 1Y | +104.7% | +5.9% | +98.8% | +99.3% |
| 3Y | +478.1% | +14.2% | +463.9% | +429.1% |
| All | +478.1% | +12.9% | +465.2% | +429.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling