+27.2%
OMC vs RBA
-3.8%
+31.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +6.8% | +3.2% | +3.6% | +6.2% |
| 30D | +16.2% | +12.0% | +4.2% | +13.7% |
| 3M | +6.0% | +2.9% | +3.1% | +4.9% |
| 6M | +17.7% | -6.3% | +24.0% | +17.4% |
| YTD | +13.5% | -5.9% | +19.3% | +12.1% |
| 1Y | +27.2% | -3.9% | +31.1% | +22.9% |
| All | +27.2% | -3.8% | +31.0% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling