+55.2%
OMC vs FN
+850.1%
-794.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.8% | -0.6% |
| 7D | +1.6% | +8.0% | -6.4% | +0.4% |
| 30D | +15.3% | -19.1% | +34.5% | +17.3% |
| 3M | +4.5% | -29.8% | +34.3% | +7.2% |
| 6M | +20.8% | -43.2% | +64.0% | +25.7% |
| YTD | +13.5% | -18.9% | +32.5% | +10.0% |
| 1Y | +25.2% | -17.9% | +43.1% | +20.5% |
| 3Y | +30.5% | +120.1% | -89.7% | -1.0% |
| 5Y | +52.7% | +206.7% | -154.0% | +4.5% |
| 10Y | +55.2% | +804.7% | -749.4% | -11.5% |
| All | +55.2% | +850.1% | -794.9% | -11.5% |
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