+35.7%
OMC vs RBA
+47.5%
-11.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.4% | -2.9% | -3.5% | -5.8% |
| 30D | +1.1% | -12.3% | +13.4% | +4.0% |
| 3M | +10.4% | -20.5% | +30.9% | +15.5% |
| 6M | -1.7% | -18.5% | +16.8% | +2.0% |
| YTD | +4.4% | -18.2% | +22.7% | +8.0% |
| 1Y | +8.4% | -27.5% | +35.9% | +15.3% |
| 3Y | +14.4% | +38.1% | -23.7% | +4.8% |
| All | +35.7% | +47.5% | -11.9% | +19.5% |
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 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