+16.6%
OMC vs RGEN
+43.2%
-26.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.9% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | +10.6% | -5.1% | +15.7% | +11.1% |
| 3M | +2.6% | +0.5% | +2.1% | +1.1% |
| 6M | +16.6% | +46.6% | -30.0% | +6.9% |
| All | +16.6% | +43.2% | -26.6% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling