+31.8%
OMC vs ROP
+135.7%
-103.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | -6.2% | -8.0% | +1.8% | -2.0% |
| 30D | -7.6% | -2.7% | -4.8% | -6.2% |
| 3M | +7.4% | +16.6% | -9.2% | -1.2% |
| 6M | +0.1% | +10.4% | -10.2% | -5.4% |
| YTD | +0.4% | -12.1% | +12.5% | +6.5% |
| 1Y | +7.8% | -23.6% | +31.4% | +22.5% |
| 3Y | +11.8% | -19.3% | +31.2% | +23.1% |
| 5Y | +32.5% | -15.4% | +47.8% | +40.0% |
| All | +31.8% | +135.7% | -103.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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