+23.9%
OMC vs FN
-25.7%
+49.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.0% | +11.2% | +4.9% |
| 7D | +12.5% | -7.0% | +19.5% | +12.3% |
| 30D | +16.3% | -24.7% | +41.0% | +15.5% |
| 3M | +8.1% | -35.7% | +43.7% | +7.0% |
| 6M | +17.2% | -52.4% | +69.6% | +16.3% |
| YTD | +11.8% | -25.0% | +36.7% | +9.0% |
| 1Y | +23.9% | -25.7% | +49.6% | +21.9% |
| All | +23.9% | -25.7% | +49.7% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling