+269.4%
OMC vs FTI
+2,165.1%
-1,895.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -6.4% | +5.3% | -11.7% | -7.7% |
| 30D | +1.1% | +15.3% | -14.2% | -2.7% |
| 3M | +10.4% | +15.8% | -5.4% | +5.8% |
| 6M | -1.7% | +22.6% | -24.3% | -7.7% |
| YTD | +4.4% | +79.5% | -75.1% | -11.3% |
| 1Y | +8.4% | +102.0% | -93.6% | -11.2% |
| 3Y | +14.4% | +315.8% | -301.4% | -24.8% |
| 5Y | +33.9% | +1,129.5% | -1,095.6% | -38.1% |
| 10Y | +34.9% | +320.9% | -286.1% | -28.7% |
| All | +269.4% | +2,165.1% | -1,895.7% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling