-50.6%
FLUT vs OMC
+29.1%
-79.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.1% |
| 7D | -2.6% | -4.2% | +1.6% | -1.1% |
| 30D | +5.4% | -7.5% | +12.9% | +8.3% |
| 3M | -10.8% | +4.6% | -15.4% | -12.6% |
| 6M | -9.2% | -4.8% | -4.4% | -8.0% |
| YTD | -53.8% | -1.0% | -52.8% | -54.0% |
| 1Y | -66.0% | +3.8% | -69.8% | -67.0% |
| 3Y | -44.7% | +10.2% | -54.9% | -49.4% |
| 5Y | -50.6% | +29.7% | -80.3% | -58.4% |
| All | -50.6% | +29.1% | -79.6% | -58.4% |
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