+36.2%
OMC vs FLNC
-71.1%
+107.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +1.7% |
| 7D | -6.2% | -5.0% | -1.2% | -6.0% |
| 30D | -7.6% | -26.1% | +18.5% | -6.1% |
| 3M | +7.4% | -55.2% | +62.6% | +11.5% |
| 6M | +0.1% | -42.6% | +42.7% | +1.0% |
| YTD | +0.4% | -51.0% | +51.4% | +1.1% |
| 1Y | +7.8% | +43.3% | -35.6% | -2.9% |
| 3Y | +11.8% | -63.4% | +75.2% | +5.5% |
| All | +36.2% | -71.1% | +107.3% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling