-11.5%
OMC vs RBRK
+124.5%
-136.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.4% |
| 7D | -4.4% | -7.5% | +3.1% | -3.8% |
| 30D | -7.6% | -10.4% | +2.8% | -7.0% |
| 3M | +4.5% | +21.3% | -16.7% | +2.9% |
| 6M | -0.3% | +50.6% | -50.9% | -3.6% |
| YTD | -0.1% | +13.3% | -13.4% | -2.3% |
| 1Y | +4.6% | +11.2% | -6.6% | +2.0% |
| All | -11.5% | +124.5% | -136.0% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling