+29.1%
OMC vs FRSH
-72.5%
+101.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -4.4% | -6.6% | +2.2% | -3.3% |
| 30D | -7.6% | +2.1% | -9.7% | -7.9% |
| 3M | +4.5% | +29.0% | -24.4% | +0.2% |
| 6M | -0.3% | +48.6% | -48.9% | -6.8% |
| YTD | -0.1% | -2.9% | +2.8% | -0.9% |
| 1Y | +4.6% | -7.9% | +12.5% | +4.3% |
| 3Y | +10.5% | -46.5% | +57.0% | +15.7% |
| All | +29.1% | -72.5% | +101.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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