-22.6%
FPS vs OMC
+29.0%
-51.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.2% | -22.5% | -14.9% |
| 7D | -23.3% | +12.5% | -35.9% | -19.1% |
| 30D | -42.4% | +16.3% | -58.7% | -38.7% |
| 3M | -43.0% | +8.1% | -51.1% | -40.1% |
| 6M | -44.5% | +17.2% | -61.6% | -40.8% |
| All | -22.6% | +29.0% | -51.6% | -18.4% |
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 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