+91.8%
OMC vs RNG
+309.1%
-217.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.4% |
| 7D | -5.8% | -0.8% | -4.9% | -5.7% |
| 30D | -4.8% | +11.4% | -16.2% | -5.8% |
| 3M | +9.2% | +72.1% | -62.9% | +3.4% |
| 6M | -2.5% | +67.9% | -70.4% | -7.9% |
| YTD | +2.6% | +144.3% | -141.8% | -6.9% |
| 1Y | +5.9% | +117.5% | -111.6% | -3.0% |
| 3Y | +14.2% | +123.9% | -109.7% | +2.6% |
| 5Y | +33.2% | -70.1% | +103.3% | +30.1% |
| 10Y | +33.4% | +215.9% | -182.5% | -3.9% |
| All | +91.8% | +309.1% | -217.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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