-63.2%
FLUT vs OMC
+24.5%
-87.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.2% | -7.5% | -4.0% |
| 7D | +4.2% | +12.5% | -8.4% | +0.1% |
| 30D | +8.0% | +16.3% | -8.3% | +2.8% |
| 3M | -22.1% | +8.1% | -30.1% | -24.3% |
| 6M | -21.7% | +17.2% | -38.9% | -25.7% |
| YTD | -62.0% | +11.8% | -73.7% | -62.9% |
| 1Y | -63.2% | +23.9% | -87.1% | -64.3% |
| All | -63.2% | +24.5% | -87.7% | -64.3% |
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