+50.2%
OMC vs FN
+700.1%
-650.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.6% | +2.1% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +12.2% | -16.5% | +28.7% | +13.6% |
| 3M | +0.6% | -42.1% | +42.7% | +5.6% |
| 6M | +21.0% | -52.9% | +73.9% | +28.9% |
| YTD | +12.4% | -28.0% | +40.3% | +10.3% |
| 1Y | +25.4% | -18.5% | +43.9% | +20.2% |
| 3Y | +29.2% | +93.9% | -64.7% | -0.6% |
| 5Y | +52.6% | +170.5% | -117.9% | +5.9% |
| All | +50.2% | +700.1% | -650.0% | -13.5% |
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