-46.1%
FLEX vs OMC
+17.1%
-63.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.5% | +9.6% | +13.3% |
| 7D | -7.2% | +5.4% | -12.5% | -3.9% |
| 30D | -34.8% | +15.7% | -50.5% | -29.1% |
| 3M | -35.6% | +4.9% | -40.5% | -32.6% |
| All | -46.1% | +17.1% | -63.2% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling