+27.9%
OMC vs FRSH
-72.4%
+100.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.3% |
| 7D | -4.2% | -9.6% | +5.3% | -2.6% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | +4.6% | +27.2% | -22.5% | +0.6% |
| 6M | -4.8% | +42.2% | -47.0% | -10.4% |
| YTD | -1.0% | -2.6% | +1.6% | -1.9% |
| 1Y | +3.8% | -10.2% | +14.0% | +3.9% |
| 3Y | +10.2% | -45.5% | +55.7% | +15.1% |
| All | +27.9% | -72.4% | +100.3% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling