-0.7%
OMC vs FBTC
+62.5%
-63.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -5.8% | +1.5% | -7.3% | -5.9% |
| 30D | -4.8% | +20.7% | -25.5% | -6.4% |
| 3M | +9.2% | +23.7% | -14.4% | +7.1% |
| 6M | -2.5% | +15.0% | -17.5% | -4.0% |
| YTD | +2.6% | -10.5% | +13.1% | +2.7% |
| 1Y | +5.9% | -30.3% | +36.2% | +8.2% |
| All | -0.7% | +62.5% | -63.1% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling