+1,663.9%
FLUT vs OMC
+510.3%
+1,153.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | +5.0% | +10.6% | -5.6% | +3.5% |
| 3M | -16.4% | +2.6% | -19.0% | -16.8% |
| 6M | -14.6% | +16.6% | -31.2% | -16.4% |
| YTD | -61.9% | +10.9% | -72.8% | -62.5% |
| 1Y | -65.0% | +22.1% | -87.1% | -66.1% |
| 3Y | -44.8% | +27.5% | -72.3% | -46.9% |
| 5Y | -49.9% | +50.6% | -100.5% | -52.4% |
| 10Y | -26.1% | +51.7% | -77.7% | -30.4% |
| All | +1,663.9% | +510.3% | +1,153.6% | +1,424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling