+23.9%
OMC vs RCAT
-59.1%
+83.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.3% | +15.5% | +5.1% |
| 7D | +12.5% | -18.5% | +31.1% | +12.3% |
| 30D | +16.3% | -37.0% | +53.3% | +16.0% |
| 3M | +8.1% | -54.9% | +62.9% | +7.7% |
| 6M | +17.2% | -63.6% | +80.8% | +17.0% |
| YTD | +11.8% | -49.6% | +61.3% | +13.7% |
| 1Y | +23.9% | -57.8% | +81.7% | +27.4% |
| All | +23.9% | -59.1% | +83.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling