+69.3%
OMC vs FIVN
+292.8%
-223.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.1% | +4.3% | -1.2% |
| 7D | -5.8% | -8.2% | +2.5% | -4.9% |
| 30D | -4.8% | -8.1% | +3.3% | -4.1% |
| 3M | +9.2% | +34.9% | -25.7% | +5.6% |
| 6M | -2.5% | +72.6% | -75.1% | -8.5% |
| YTD | +2.6% | +55.8% | -53.2% | -3.0% |
| 1Y | +5.9% | +17.1% | -11.2% | +2.4% |
| 3Y | +14.2% | -54.3% | +68.5% | +16.8% |
| 5Y | +33.2% | -81.6% | +114.8% | +40.1% |
| 10Y | +33.4% | +109.2% | -75.8% | +12.8% |
| All | +69.3% | +292.8% | -223.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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