+57.0%
OMC vs ROIV
+232.7%
-175.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.6% |
| 7D | -6.4% | +0.6% | -7.0% | -6.4% |
| 30D | +1.1% | +1.0% | +0.2% | +1.0% |
| 3M | +10.4% | +18.3% | -7.9% | +9.3% |
| 6M | -1.7% | +18.3% | -20.0% | -2.8% |
| YTD | +4.4% | +61.0% | -56.5% | +1.4% |
| 1Y | +8.4% | +177.9% | -169.4% | +2.1% |
| 3Y | +14.4% | +199.1% | -184.7% | +6.5% |
| 5Y | +33.9% | +250.7% | -216.8% | +16.9% |
| All | +57.0% | +232.7% | -175.7% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling