+3.8%
OMC vs RBA
-29.1%
+32.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -4.2% | -1.9% | -2.3% | -3.9% |
| 30D | -7.5% | -13.0% | +5.5% | -5.4% |
| 3M | +4.6% | -23.1% | +27.7% | +8.9% |
| 6M | -4.8% | -22.6% | +17.8% | -1.3% |
| YTD | -1.0% | -20.4% | +19.4% | +1.2% |
| 1Y | +3.8% | -29.6% | +33.4% | +9.1% |
| All | +3.8% | -29.1% | +32.9% | +9.1% |
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