+296.1%
OMC vs FN
+2,887.5%
-2,591.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -2.2% |
| 7D | +6.3% | 0.0% | +6.3% | +5.8% |
| 30D | +15.4% | -34.3% | +49.7% | +20.3% |
| 3M | +5.8% | -39.9% | +45.6% | +10.7% |
| 6M | +14.7% | -51.8% | +66.5% | +21.8% |
| YTD | +10.3% | -28.1% | +38.5% | +9.0% |
| 1Y | +23.2% | -29.1% | +52.3% | +21.4% |
| 3Y | +24.6% | +102.4% | -77.8% | -0.6% |
| 5Y | +50.1% | +171.7% | -121.6% | +11.5% |
| 10Y | +54.3% | +773.5% | -719.2% | -6.0% |
| All | +296.1% | +2,887.5% | -2,591.4% | +102.7% |
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