+53.4%
OMC vs RBA
+47.6%
+5.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.9% |
| 7D | +5.4% | +2.5% | +2.9% | +4.8% |
| 30D | +15.7% | +11.6% | +4.1% | +12.9% |
| 3M | +4.9% | +1.5% | +3.4% | +4.3% |
| 6M | +17.3% | -6.6% | +23.9% | +18.1% |
| YTD | +13.0% | -6.3% | +19.3% | +13.3% |
| 1Y | +24.1% | -4.0% | +28.0% | +23.6% |
| 3Y | +31.2% | +47.3% | -16.0% | +18.5% |
| 5Y | +53.4% | +47.7% | +5.7% | +39.3% |
| All | +53.4% | +47.6% | +5.8% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling