-42.4%
FLUT vs OMC
+31.0%
-73.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +4.5% | +1.6% | +3.0% | +4.0% |
| 30D | +9.2% | +15.3% | -6.1% | +4.3% |
| 3M | -13.7% | +4.5% | -18.1% | -15.2% |
| 6M | -9.0% | +20.8% | -29.8% | -14.4% |
| YTD | -60.2% | +13.5% | -73.8% | -61.9% |
| 1Y | -63.1% | +25.2% | -88.4% | -65.7% |
| All | -42.4% | +31.0% | -73.4% | -52.9% |
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 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