+33.2%
OMC vs RCAT
+192.8%
-159.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.9% |
| 7D | -5.8% | +5.4% | -11.2% | -5.9% |
| 30D | -4.8% | -5.6% | +0.8% | -4.7% |
| 3M | +9.2% | -30.2% | +39.4% | +10.1% |
| 6M | -2.5% | -43.4% | +40.9% | -1.6% |
| YTD | +2.6% | +9.6% | -7.1% | +0.7% |
| 1Y | +5.9% | -2.0% | +7.9% | +3.6% |
| 3Y | +14.2% | +825.0% | -810.8% | -1.1% |
| 5Y | +33.2% | +199.8% | -166.6% | +17.4% |
| All | +33.2% | +192.8% | -159.5% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling