+11.1%
OMC vs RJF
+69.1%
-58.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | -6.2% | -4.2% | -2.1% | -4.8% |
| 30D | -7.6% | -3.6% | -4.0% | -6.4% |
| 3M | +7.4% | +15.6% | -8.3% | +2.1% |
| 6M | +0.1% | +17.6% | -17.5% | -5.5% |
| YTD | +0.4% | +9.2% | -8.8% | -3.5% |
| 1Y | +7.8% | +5.5% | +2.2% | +4.7% |
| All | +11.1% | +69.1% | -58.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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