+38.0%
OMC vs FND
+66.0%
-28.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | -6.4% | -5.2% | -1.2% | -5.4% |
| 30D | +1.1% | -19.9% | +21.0% | +5.6% |
| 3M | +10.4% | +2.7% | +7.7% | +9.1% |
| 6M | -1.7% | -21.7% | +20.0% | +2.0% |
| YTD | +4.4% | -17.5% | +21.9% | +6.6% |
| 1Y | +8.4% | -39.3% | +47.7% | +17.5% |
| 3Y | +14.4% | -49.8% | +64.2% | +25.2% |
| 5Y | +33.9% | -60.1% | +93.9% | +46.7% |
| All | +38.0% | +66.0% | -28.0% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling