+8.4%
OMC vs FND
-36.4%
+44.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | -6.4% | -5.2% | -1.2% | -5.9% |
| 30D | +1.1% | -19.9% | +21.0% | +3.5% |
| 3M | +10.4% | +2.7% | +7.7% | +10.3% |
| 6M | -1.7% | -21.7% | +20.0% | -0.5% |
| YTD | +4.4% | -17.5% | +21.9% | +3.7% |
| 1Y | +8.4% | -39.3% | +47.7% | +13.6% |
| All | +8.4% | -36.4% | +44.8% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling