+8.8%
OMC vs FBTC
+42.6%
-33.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.6% |
| 7D | +1.9% | -9.2% | +11.0% | +2.7% |
| 30D | +12.2% | -15.8% | +28.0% | +13.8% |
| 3M | +0.6% | +8.7% | -8.1% | -0.3% |
| 6M | +21.0% | -13.6% | +34.6% | +22.1% |
| YTD | +12.4% | -21.5% | +33.8% | +13.7% |
| 1Y | +25.4% | -29.9% | +55.3% | +28.0% |
| All | +8.8% | +42.6% | -33.7% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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