+31.1%
OMC vs FLR
+19.7%
+11.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -4.4% | -3.5% | -0.9% | -3.9% |
| 30D | -7.6% | +4.2% | -11.8% | -8.2% |
| 3M | +4.5% | +8.1% | -3.6% | +2.7% |
| 6M | -0.3% | +21.5% | -21.8% | -4.3% |
| YTD | -0.1% | +36.8% | -36.9% | -5.9% |
| 1Y | +4.6% | +31.2% | -26.6% | -1.4% |
| 3Y | +10.5% | +53.9% | -43.4% | -1.4% |
| 5Y | +31.7% | +243.0% | -211.3% | +2.0% |
| All | +31.1% | +19.7% | +11.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling