+726.2%
FLEX vs OMC
+32.6%
+693.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.0% |
| 7D | +7.0% | -5.8% | +12.7% | +9.0% |
| 30D | -5.8% | -4.8% | -1.0% | -4.5% |
| 3M | -24.2% | +9.2% | -33.4% | -27.6% |
| 6M | +90.8% | -2.5% | +93.3% | +89.8% |
| YTD | +89.2% | +2.6% | +86.6% | +82.3% |
| 1Y | +104.7% | +5.9% | +98.8% | +92.2% |
| 3Y | +478.1% | +14.2% | +463.9% | +398.7% |
| 5Y | +726.2% | +33.2% | +693.0% | +486.0% |
| All | +726.2% | +32.6% | +693.6% | +486.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling