+50.2%
OMC vs RGEN
+415.2%
-365.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.2% |
| 7D | +1.9% | -3.3% | +5.1% | +2.3% |
| 30D | +12.2% | -5.8% | +18.0% | +12.9% |
| 3M | +0.6% | +0.2% | +0.4% | +0.1% |
| 6M | +21.0% | +56.8% | -35.8% | +14.0% |
| YTD | +12.4% | +2.4% | +10.0% | +10.8% |
| 1Y | +25.4% | +11.4% | +14.0% | +22.3% |
| 3Y | +29.2% | +15.2% | +14.0% | +22.6% |
| 5Y | +52.6% | -35.1% | +87.7% | +48.2% |
| All | +50.2% | +415.2% | -365.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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