+9.5%
OMC vs ROP
-18.8%
+28.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -2.7% |
| 7D | -4.2% | -6.1% | +1.9% | -0.6% |
| 30D | -7.5% | -3.4% | -4.1% | -5.6% |
| 3M | +4.6% | +16.7% | -12.0% | -4.7% |
| 6M | -4.8% | +8.1% | -12.9% | -9.4% |
| YTD | -1.0% | -11.7% | +10.7% | +4.7% |
| 1Y | +3.8% | -24.2% | +28.1% | +19.5% |
| All | +9.5% | -18.8% | +28.2% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling