+31.1%
OMC vs RCAT
-98.5%
+129.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -4.4% | -4.9% | +0.5% | -4.3% |
| 30D | -7.6% | -22.9% | +15.3% | -7.5% |
| 3M | +4.5% | -33.7% | +38.2% | +4.7% |
| 6M | -0.3% | -50.7% | +50.5% | 0.0% |
| YTD | -0.1% | +0.4% | -0.5% | -0.3% |
| 1Y | +4.6% | -27.6% | +32.3% | +4.5% |
| 3Y | +10.5% | +753.2% | -742.7% | +8.6% |
| 5Y | +31.7% | +183.3% | -151.6% | +29.7% |
| All | +31.1% | -98.5% | +129.6% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling