+250.3%
OMC vs RCAT
-100.0%
+350.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.5% |
| 7D | -6.4% | -1.4% | -5.0% | -6.4% |
| 30D | +1.1% | -3.3% | +4.5% | +1.1% |
| 3M | +10.4% | -43.2% | +53.6% | +10.4% |
| 6M | -1.7% | -43.2% | +41.5% | -1.7% |
| YTD | +4.4% | +5.5% | -1.1% | +4.4% |
| 1Y | +8.4% | -1.6% | +10.1% | +8.4% |
| 3Y | +14.4% | +773.7% | -759.3% | +14.3% |
| 5Y | +33.9% | +187.6% | -153.8% | +33.8% |
| 10Y | +34.9% | -98.5% | +133.3% | +36.7% |
| All | +250.3% | -100.0% | +350.3% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling