+32.3%
OMC vs RL
+297.6%
-265.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.1% | -2.4% |
| 7D | -4.2% | -0.3% | -4.0% | -4.1% |
| 30D | -7.5% | -17.5% | +10.0% | -1.5% |
| 3M | +4.6% | -14.0% | +18.6% | +9.5% |
| 6M | -4.8% | -2.0% | -2.9% | -5.5% |
| YTD | -1.0% | -4.6% | +3.6% | -1.0% |
| 1Y | +3.8% | +9.5% | -5.7% | -1.2% |
| 3Y | +10.2% | +200.5% | -190.3% | -29.8% |
| 5Y | +29.7% | +226.3% | -196.5% | -22.7% |
| 10Y | +32.3% | +304.8% | -272.5% | -30.4% |
| All | +32.3% | +297.6% | -265.3% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling