+57.0%
OMC vs FN
+772.0%
-715.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.1% | +0.9% |
| 7D | +6.8% | -4.1% | +10.9% | +7.0% |
| 30D | +16.2% | -28.3% | +44.5% | +19.7% |
| 3M | +6.0% | -33.9% | +39.9% | +9.6% |
| 6M | +17.7% | -43.9% | +61.6% | +22.5% |
| YTD | +13.5% | -23.4% | +36.9% | +10.7% |
| 1Y | +27.2% | -25.4% | +52.6% | +23.9% |
| 3Y | +30.4% | +107.9% | -77.5% | -0.4% |
| 5Y | +53.5% | +195.1% | -141.6% | +5.3% |
| 10Y | +57.0% | +794.1% | -737.1% | -10.0% |
| All | +57.0% | +772.0% | -715.0% | -10.0% |
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