+25.4%
OMC vs FFIV
+28.7%
-3.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.5% |
| 7D | +1.9% | -0.5% | +2.4% | +1.9% |
| 30D | +12.2% | -32.4% | +44.6% | +15.8% |
| 3M | +0.6% | -25.7% | +26.3% | +2.5% |
| 6M | +21.0% | -13.5% | +34.5% | +18.7% |
| YTD | +12.4% | +21.1% | -8.7% | +3.7% |
| 1Y | +25.4% | +29.4% | -4.0% | +11.7% |
| All | +25.4% | +28.7% | -3.3% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling