+1,282.8%
OMC vs FDS
+9,502.8%
-8,220.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.4% |
| 7D | -6.4% | -1.9% | -4.5% | -5.9% |
| 30D | +1.1% | +9.0% | -7.9% | -1.6% |
| 3M | +10.4% | +18.9% | -8.4% | +4.3% |
| 6M | -1.7% | +35.1% | -36.8% | -11.3% |
| YTD | +4.4% | +5.5% | -1.1% | +1.3% |
| 1Y | +8.4% | -16.8% | +25.3% | +12.3% |
| 3Y | +14.4% | -28.1% | +42.5% | +23.0% |
| 5Y | +33.9% | -17.4% | +51.3% | +36.4% |
| 10Y | +34.9% | +85.4% | -50.6% | +5.6% |
| All | +1,282.8% | +9,502.8% | -8,220.1% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling