+378.8%
OMC vs FFIV
+6,100.0%
-5,721.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +2.2% |
| 7D | +5.4% | -2.1% | +7.5% | +5.7% |
| 30D | +15.7% | -33.8% | +49.5% | +22.0% |
| 3M | +4.9% | -20.6% | +25.5% | +7.6% |
| 6M | +17.3% | -10.2% | +27.5% | +18.0% |
| YTD | +13.0% | +24.5% | -11.5% | +8.2% |
| 1Y | +24.1% | +29.3% | -5.2% | +18.2% |
| 3Y | +31.2% | +103.8% | -72.6% | +16.6% |
| 5Y | +53.4% | +40.9% | +12.5% | +42.4% |
| 10Y | +55.5% | +126.6% | -71.0% | +33.9% |
| All | +378.8% | +6,100.0% | -5,721.2% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling