+57.0%
OMC vs FE
+110.9%
-53.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +6.8% | -0.5% | +7.3% | +7.0% |
| 30D | +16.2% | +4.3% | +11.8% | +14.6% |
| 3M | +6.0% | +0.4% | +5.6% | +5.9% |
| 6M | +17.7% | +6.9% | +10.8% | +15.0% |
| YTD | +13.5% | +8.0% | +5.4% | +10.3% |
| 1Y | +27.2% | +4.8% | +22.4% | +24.9% |
| 3Y | +30.4% | +49.0% | -18.5% | +12.9% |
| 5Y | +53.5% | +46.2% | +7.3% | +32.2% |
| 10Y | +57.0% | +120.9% | -63.9% | +28.2% |
| All | +57.0% | +110.9% | -53.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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