+52.2%
OMC vs FN
+753.0%
-700.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -2.1% |
| 7D | +6.3% | 0.0% | +6.3% | +5.8% |
| 30D | +15.4% | -34.3% | +49.7% | +20.1% |
| 3M | +5.8% | -39.9% | +45.6% | +10.5% |
| 6M | +14.7% | -51.8% | +66.5% | +21.7% |
| YTD | +10.3% | -28.1% | +38.5% | +8.4% |
| 1Y | +23.2% | -29.1% | +52.3% | +20.7% |
| 3Y | +24.6% | +102.4% | -77.8% | -4.9% |
| 5Y | +50.1% | +171.7% | -121.6% | +4.1% |
| All | +52.2% | +753.0% | -700.8% | -12.6% |
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