+9.5%
OMC vs RIO
+95.3%
-85.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -4.2% | +1.0% | -5.2% | -4.4% |
| 30D | -7.5% | +4.0% | -11.5% | -8.2% |
| 3M | +4.6% | +4.5% | +0.1% | +3.9% |
| 6M | -4.8% | +17.3% | -22.2% | -8.0% |
| YTD | -1.0% | +36.2% | -37.2% | -9.1% |
| 1Y | +3.8% | +76.1% | -72.3% | -12.3% |
| All | +9.5% | +95.3% | -85.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling