+342.5%
OMC vs FFIV
+7,518.9%
-7,176.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -6.4% | -1.0% | -5.5% | -6.3% |
| 30D | +1.1% | -5.1% | +6.2% | +1.8% |
| 3M | +10.4% | -4.5% | +14.9% | +10.9% |
| 6M | -1.7% | +36.5% | -38.2% | -6.3% |
| YTD | +4.4% | +53.0% | -48.5% | -2.2% |
| 1Y | +8.4% | +24.2% | -15.8% | +4.4% |
| 3Y | +14.4% | +137.2% | -122.8% | +0.1% |
| 5Y | +33.9% | +91.8% | -57.9% | +19.8% |
| 10Y | +34.9% | +215.2% | -180.3% | +11.7% |
| All | +342.5% | +7,518.9% | -7,176.5% | +122.3% |
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 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