+32.3%
OMC vs FDS
+72.8%
-40.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.2% |
| 7D | -4.2% | -8.8% | +4.6% | -0.9% |
| 30D | -7.5% | -1.4% | -6.1% | -7.1% |
| 3M | +4.6% | +13.9% | -9.2% | -0.8% |
| 6M | -4.8% | +27.4% | -32.2% | -14.3% |
| YTD | -1.0% | -2.5% | +1.4% | -1.7% |
| 1Y | +3.8% | -23.8% | +27.6% | +12.4% |
| 3Y | +10.2% | -32.5% | +42.7% | +23.9% |
| 5Y | +29.7% | -23.2% | +52.9% | +36.0% |
| 10Y | +32.3% | +76.4% | -44.1% | -0.8% |
| All | +32.3% | +72.8% | -40.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling