+1,016.1%
OMC vs RL
+1,568.4%
-552.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.4% | +0.8% |
| 7D | +5.4% | +0.2% | +5.1% | +5.2% |
| 30D | +15.7% | +7.3% | +8.4% | +13.2% |
| 3M | +4.9% | +1.0% | +3.8% | +4.3% |
| 6M | +17.3% | +11.8% | +5.5% | +12.6% |
| YTD | +13.0% | +13.6% | -0.6% | +7.4% |
| 1Y | +24.1% | +24.0% | 0.0% | +14.6% |
| 3Y | +31.2% | +256.6% | -225.4% | -14.2% |
| 5Y | +53.4% | +240.2% | -186.9% | -0.7% |
| 10Y | +55.5% | +373.0% | -317.4% | -14.7% |
| All | +1,016.1% | +1,568.4% | -552.3% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling