+3.8%
OMC vs RL
+9.8%
-6.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.1% | -2.8% |
| 7D | -4.2% | -0.3% | -4.0% | -4.1% |
| 30D | -7.5% | -17.5% | +10.0% | -3.8% |
| 3M | +4.6% | -14.0% | +18.6% | +7.4% |
| 6M | -4.8% | -2.0% | -2.9% | -5.8% |
| YTD | -1.0% | -4.6% | +3.6% | -1.3% |
| 1Y | +3.8% | +9.5% | -5.7% | +0.2% |
| All | +3.8% | +9.8% | -6.0% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling