+299.4%
OMC vs FN
+2,575.5%
-2,276.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.8% | +1.2% |
| 7D | +7.6% | -16.0% | +23.5% | +9.3% |
| 30D | +16.0% | -40.1% | +56.1% | +22.3% |
| 3M | +7.7% | -43.9% | +51.6% | +13.6% |
| 6M | +14.5% | -55.6% | +70.2% | +22.8% |
| YTD | +11.2% | -35.7% | +46.9% | +11.5% |
| 1Y | +23.6% | -39.8% | +63.4% | +24.4% |
| 3Y | +24.7% | +80.3% | -55.6% | +1.0% |
| 5Y | +51.3% | +143.3% | -92.0% | +14.0% |
| 10Y | +55.6% | +682.3% | -626.7% | -3.9% |
| All | +299.4% | +2,575.5% | -2,276.1% | +107.2% |
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