+48.2%
OMC vs FDS
+127.0%
-78.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -1.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.7% |
| 30D | +10.6% | +14.1% | -3.4% | +5.2% |
| 3M | +2.6% | +19.8% | -17.2% | -4.6% |
| 6M | +16.6% | +55.0% | -38.3% | -2.3% |
| YTD | +10.9% | +15.9% | -5.0% | +2.8% |
| 1Y | +22.1% | +24.2% | -2.1% | +9.9% |
| 3Y | +27.5% | -24.0% | +51.5% | +36.8% |
| 5Y | +50.6% | -23.3% | +74.0% | +58.3% |
| All | +48.2% | +127.0% | -78.7% | +0.6% |
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