+11.1%
OMC vs FTI
+264.2%
-253.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +1.8% |
| 7D | -6.2% | -5.6% | -0.6% | -5.5% |
| 30D | -7.6% | +0.4% | -8.0% | -7.7% |
| 3M | +7.4% | +8.1% | -0.7% | +5.9% |
| 6M | +0.1% | +16.7% | -16.6% | -2.8% |
| YTD | +0.4% | +70.0% | -69.5% | -9.0% |
| 1Y | +7.8% | +85.4% | -77.7% | -4.2% |
| All | +11.1% | +264.2% | -253.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling