+32.3%
OMC vs RBA
+189.2%
-156.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -4.2% | -1.9% | -2.3% | -3.8% |
| 30D | -7.5% | -13.0% | +5.5% | -4.8% |
| 3M | +4.6% | -23.1% | +27.7% | +10.1% |
| 6M | -4.8% | -22.6% | +17.8% | -0.1% |
| YTD | -1.0% | -20.4% | +19.4% | +3.0% |
| 1Y | +3.8% | -29.6% | +33.4% | +10.9% |
| 3Y | +10.2% | +26.6% | -16.3% | +3.0% |
| 5Y | +29.7% | +38.2% | -8.5% | +16.9% |
| 10Y | +32.3% | +194.7% | -162.4% | -7.5% |
| All | +32.3% | +189.2% | -156.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling