+660.9%
OMC vs RBA
+4,118.8%
-3,458.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +6.8% | +3.2% | +3.6% | +6.1% |
| 30D | +16.2% | +12.0% | +4.2% | +13.2% |
| 3M | +6.0% | +2.9% | +3.1% | +5.2% |
| 6M | +17.7% | -6.3% | +24.0% | +18.6% |
| YTD | +13.5% | -5.9% | +19.3% | +13.8% |
| 1Y | +27.2% | -3.9% | +31.1% | +27.0% |
| 3Y | +30.4% | +64.9% | -34.5% | +14.4% |
| 5Y | +53.5% | +48.5% | +5.0% | +35.0% |
| 10Y | +57.0% | +211.8% | -154.8% | +11.2% |
| All | +660.9% | +4,118.8% | -3,458.0% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling