+6,321.8%
OMC vs RGEN
+1,565.2%
+4,756.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.2% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | +10.6% | -5.1% | +15.7% | +10.8% |
| 3M | +2.6% | +0.5% | +2.1% | +2.5% |
| 6M | +16.6% | +46.6% | -30.0% | +14.7% |
| YTD | +10.9% | +1.6% | +9.3% | +10.5% |
| 1Y | +22.1% | +5.4% | +16.7% | +21.4% |
| 3Y | +27.5% | +12.8% | +14.6% | +25.6% |
| 5Y | +50.6% | -35.6% | +86.2% | +50.0% |
| 10Y | +51.7% | +415.7% | -364.0% | +39.5% |
| All | +6,321.8% | +1,565.2% | +4,756.6% | +4,948.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling