+55.5%
OMC vs FN
+837.6%
-782.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.9% | -9.4% | +1.2% |
| 7D | +5.4% | +16.3% | -10.9% | +3.2% |
| 30D | +15.7% | -24.7% | +40.5% | +18.7% |
| 3M | +4.9% | -34.9% | +39.8% | +8.7% |
| 6M | +17.3% | -41.1% | +58.4% | +21.4% |
| YTD | +13.0% | -19.6% | +32.6% | +9.7% |
| 1Y | +24.1% | -18.5% | +42.6% | +19.5% |
| 3Y | +31.2% | +119.1% | -87.9% | -0.4% |
| 5Y | +53.4% | +206.9% | -153.6% | +4.9% |
| 10Y | +55.5% | +826.4% | -770.9% | -11.4% |
| All | +55.5% | +837.6% | -782.0% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling