+304.4%
FLEX vs OMC
+29.2%
+275.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.5% | +9.6% | +11.9% |
| 7D | -7.2% | +5.4% | -12.5% | -7.4% |
| 30D | -34.8% | +15.7% | -50.5% | -35.5% |
| 3M | -35.6% | +4.9% | -40.5% | -35.7% |
| 6M | -45.0% | +17.3% | -62.3% | -46.3% |
| YTD | +29.4% | +13.0% | +16.4% | +27.4% |
| 1Y | +24.8% | +24.1% | +0.7% | +18.5% |
| 3Y | +304.4% | +31.2% | +273.2% | +254.2% |
| All | +304.4% | +29.2% | +275.2% | +254.2% |
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