+280.6%
OMC vs RCAT
-100.0%
+380.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.4% |
| 7D | +6.8% | -5.6% | +12.4% | +6.8% |
| 30D | +16.2% | -27.0% | +43.2% | +16.2% |
| 3M | +6.0% | -57.9% | +63.9% | +6.1% |
| 6M | +17.7% | -59.4% | +77.1% | +17.7% |
| YTD | +13.5% | -46.9% | +60.4% | +13.5% |
| 1Y | +27.2% | -54.0% | +81.2% | +27.2% |
| 3Y | +30.4% | +378.4% | -348.0% | +30.3% |
| 5Y | +53.5% | +61.9% | -8.4% | +53.4% |
| 10Y | +57.0% | -99.6% | +156.6% | +59.0% |
| All | +280.6% | -100.0% | +380.6% | +349.3% |
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