+35.5%
OMC vs FLNC
-70.4%
+105.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -0.7% |
| 7D | -4.4% | -4.1% | -0.3% | -4.2% |
| 30D | -7.6% | -24.8% | +17.2% | -6.3% |
| 3M | +4.5% | -59.1% | +63.6% | +9.2% |
| 6M | -0.3% | -42.0% | +41.7% | +0.6% |
| YTD | -0.1% | -49.8% | +49.7% | +0.4% |
| 1Y | +4.6% | +43.1% | -38.4% | -5.6% |
| 3Y | +10.5% | -61.0% | +71.4% | +3.7% |
| All | +35.5% | -70.4% | +105.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 5y: compounded portfolio wealth divided by compounded FLNC 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…
5y analysis · Full analysis span regression · 6 months rolling