+275.0%
OMC vs FN
+3,620.5%
-3,345.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.9% |
| 7D | -6.4% | -1.7% | -4.7% | -6.2% |
| 30D | +1.1% | -22.0% | +23.1% | +3.7% |
| 3M | +10.4% | -43.0% | +53.4% | +16.9% |
| 6M | -1.7% | -27.7% | +26.0% | -0.7% |
| YTD | +4.4% | -10.5% | +15.0% | +1.7% |
| 1Y | +8.4% | +12.5% | -4.0% | +1.2% |
| 3Y | +14.4% | +153.8% | -139.4% | -10.3% |
| 5Y | +33.9% | +288.0% | -254.1% | -4.2% |
| 10Y | +34.9% | +906.4% | -871.6% | -18.4% |
| All | +275.0% | +3,620.5% | -3,345.5% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling