-54.4%
FPS vs OMC
+12.4%
-66.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +6.2% |
| 7D | -24.5% | +6.3% | -30.8% | -19.5% |
| 30D | -52.1% | +15.4% | -67.4% | -45.5% |
| 3M | -48.4% | +5.8% | -54.1% | -43.7% |
| 6M | -54.4% | +14.7% | -69.0% | -45.8% |
| All | -54.4% | +12.4% | -66.8% | -45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling