-0.3%
OMC vs RBRK
+51.5%
-51.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.3% |
| 7D | -4.4% | -7.5% | +3.1% | -3.7% |
| 30D | -7.6% | -10.4% | +2.8% | -7.0% |
| 3M | +4.5% | +21.3% | -16.7% | +2.8% |
| 6M | -0.3% | +50.6% | -50.9% | -4.1% |
| All | -0.3% | +51.5% | -51.7% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 6mo: compounded portfolio wealth divided by compounded RBRK 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…
6mo analysis · Full analysis span regression · 6 months rolling