+29.7%
OMC vs RGEN
-44.3%
+74.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.2% |
| 7D | -4.2% | -4.6% | +0.3% | -3.6% |
| 30D | -7.5% | +1.2% | -8.7% | -7.7% |
| 3M | +4.6% | +26.8% | -22.2% | +1.0% |
| 6M | -4.8% | +29.1% | -33.9% | -8.7% |
| YTD | -1.0% | +0.7% | -1.7% | -2.1% |
| 1Y | +3.8% | +39.1% | -35.2% | -2.2% |
| 3Y | +10.2% | +2.2% | +8.0% | +5.2% |
| 5Y | +29.7% | -44.0% | +73.7% | +19.4% |
| All | +29.7% | -44.3% | +74.0% | +19.4% |
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