+32.5%
OMC vs FND
-62.8%
+95.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | -6.2% | -5.1% | -1.1% | -5.2% |
| 30D | -7.6% | -22.5% | +15.0% | -2.3% |
| 3M | +7.4% | -5.0% | +12.4% | +7.9% |
| 6M | +0.1% | -21.5% | +21.7% | +4.4% |
| YTD | +0.4% | -23.0% | +23.5% | +4.2% |
| 1Y | +7.8% | -44.9% | +52.7% | +20.8% |
| 3Y | +11.8% | -50.0% | +61.8% | +23.2% |
| 5Y | +32.5% | -63.3% | +95.8% | +41.3% |
| All | +32.5% | -62.8% | +95.3% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling