+35.1%
OMC vs FE
+45.0%
-9.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -6.4% | +1.9% | -8.4% | -7.0% |
| 30D | +1.1% | -1.2% | +2.3% | +1.5% |
| 3M | +10.4% | +3.5% | +6.9% | +9.2% |
| 6M | -1.7% | -6.1% | +4.4% | +0.1% |
| YTD | +4.4% | +7.6% | -3.2% | +1.9% |
| 1Y | +8.4% | +11.9% | -3.5% | +4.5% |
| 3Y | +14.4% | +48.4% | -34.0% | +0.2% |
| All | +35.1% | +45.0% | -9.9% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling