+48.2%
OMC vs FFIV
+124.6%
-76.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | +10.6% | -33.3% | +43.9% | +24.1% |
| 3M | +2.6% | -24.9% | +27.5% | +10.1% |
| 6M | +16.6% | -10.5% | +27.1% | +17.1% |
| YTD | +10.9% | +24.4% | -13.5% | -1.6% |
| 1Y | +22.1% | +32.3% | -10.2% | +5.8% |
| 3Y | +27.5% | +99.7% | -72.2% | -7.5% |
| 5Y | +50.6% | +38.4% | +12.2% | +21.6% |
| All | +48.2% | +124.6% | -76.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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