+830.2%
OMC vs FE
+563.2%
+267.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | +15.4% | +5.2% | +10.2% | +13.4% |
| 3M | +5.8% | 0.0% | +5.8% | +5.8% |
| 6M | +14.7% | +5.0% | +9.6% | +12.6% |
| YTD | +10.3% | +7.9% | +2.4% | +7.2% |
| 1Y | +23.2% | +6.3% | +16.9% | +20.3% |
| 3Y | +24.6% | +46.0% | -21.4% | +8.4% |
| 5Y | +50.1% | +45.6% | +4.4% | +29.2% |
| 10Y | +54.3% | +109.3% | -55.1% | +12.7% |
| All | +830.2% | +563.2% | +267.0% | +488.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling