+52.4%
OMC vs FLR
+112.0%
-59.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +1.9% | +5.4% | -3.5% | +1.2% |
| 30D | +12.2% | +2.8% | +9.4% | +11.6% |
| 3M | +0.6% | -6.4% | +7.0% | +1.2% |
| 6M | +21.0% | +8.8% | +12.2% | +18.3% |
| YTD | +12.4% | +23.6% | -11.2% | +7.1% |
| 1Y | +25.4% | +13.8% | +11.6% | +20.8% |
| 3Y | +29.2% | +36.5% | -7.3% | +14.4% |
| All | +52.4% | +112.0% | -59.7% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling