+48.8%
OMC vs ROIV
+298.2%
-249.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | -4.2% | +22.3% | -26.6% | -5.3% |
| 30D | -7.5% | +16.9% | -24.4% | -8.3% |
| 3M | +4.6% | +43.9% | -39.3% | +2.5% |
| 6M | -4.8% | +41.6% | -46.4% | -6.8% |
| YTD | -1.0% | +92.7% | -93.7% | -4.8% |
| 1Y | +3.8% | +210.2% | -206.3% | -2.8% |
| 3Y | +10.2% | +231.8% | -221.6% | +1.9% |
| 5Y | +29.7% | +319.8% | -290.1% | +12.2% |
| All | +48.8% | +298.2% | -249.4% | +27.8% |
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