+380.9%
OMC vs FFIV
+6,144.1%
-5,763.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | +1.6% | -2.9% | +4.5% | +2.0% |
| 30D | +15.3% | -32.4% | +47.7% | +21.3% |
| 3M | +4.5% | -22.7% | +27.2% | +7.6% |
| 6M | +20.8% | -10.7% | +31.5% | +21.6% |
| YTD | +13.5% | +25.4% | -11.9% | +8.6% |
| 1Y | +25.2% | +34.2% | -8.9% | +18.7% |
| 3Y | +30.5% | +101.2% | -70.7% | +16.1% |
| 5Y | +52.7% | +42.0% | +10.7% | +41.6% |
| 10Y | +55.2% | +126.7% | -71.5% | +33.6% |
| All | +380.9% | +6,144.1% | -5,763.2% | +146.9% |
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