+9.5%
OMC vs FLR
+56.0%
-46.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.2% |
| 7D | -4.2% | -3.1% | -1.1% | -3.9% |
| 30D | -7.5% | +4.9% | -12.4% | -8.0% |
| 3M | +4.6% | +10.8% | -6.2% | +3.0% |
| 6M | -4.8% | +19.7% | -24.5% | -7.8% |
| YTD | -1.0% | +38.4% | -39.4% | -5.6% |
| 1Y | +3.8% | +34.7% | -30.8% | -1.2% |
| All | +9.5% | +56.0% | -46.5% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling