+65.8%
OMC vs ROIV
+270.3%
-204.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.1% |
| 7D | +6.3% | +5.3% | +1.0% | +6.0% |
| 30D | +15.4% | +11.9% | +3.5% | +14.7% |
| 3M | +5.8% | +10.7% | -5.0% | +5.1% |
| 6M | +14.7% | +34.9% | -20.2% | +12.5% |
| YTD | +10.3% | +79.2% | -68.9% | +6.4% |
| 1Y | +23.2% | +89.0% | -65.8% | +18.5% |
| 3Y | +24.6% | +337.3% | -312.7% | +14.5% |
| 5Y | +50.1% | +402.3% | -352.2% | +30.3% |
| All | +65.8% | +270.3% | -204.5% | +42.9% |
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