+69.9%
OMC vs ROIV
+287.3%
-217.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +2.2% |
| 7D | +5.4% | +13.3% | -7.9% | +4.7% |
| 30D | +15.7% | +14.8% | +1.0% | +14.9% |
| 3M | +4.9% | +11.9% | -7.0% | +4.1% |
| 6M | +17.3% | +42.4% | -25.1% | +14.8% |
| YTD | +13.0% | +87.4% | -74.4% | +8.8% |
| 1Y | +24.1% | +97.2% | -73.2% | +19.0% |
| 3Y | +31.2% | +375.7% | -344.5% | +20.2% |
| 5Y | +53.4% | +379.0% | -325.7% | +32.8% |
| All | +69.9% | +287.3% | -217.4% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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