+50.6%
OMC vs RGEN
-37.9%
+88.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.8% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +10.6% | -5.1% | +15.7% | +11.3% |
| 3M | +2.6% | +0.5% | +2.1% | +2.0% |
| 6M | +16.6% | +46.6% | -30.0% | +9.6% |
| YTD | +10.9% | +1.6% | +9.3% | +9.1% |
| 1Y | +22.1% | +5.4% | +16.7% | +19.4% |
| 3Y | +27.5% | +12.8% | +14.6% | +19.8% |
| 5Y | +50.6% | -35.6% | +86.2% | +33.8% |
| All | +50.6% | -37.9% | +88.5% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling