+29.7%
OMC vs ROP
-16.4%
+46.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -2.8% |
| 7D | -4.2% | -6.1% | +1.9% | -0.9% |
| 30D | -7.5% | -3.4% | -4.1% | -5.8% |
| 3M | +4.6% | +16.7% | -12.0% | -4.1% |
| 6M | -4.8% | +8.1% | -12.9% | -9.2% |
| YTD | -1.0% | -11.7% | +10.7% | +4.5% |
| 1Y | +3.8% | -24.2% | +28.1% | +18.4% |
| 3Y | +10.2% | -19.0% | +29.2% | +21.2% |
| 5Y | +29.7% | -15.9% | +45.6% | +33.6% |
| All | +29.7% | -16.4% | +46.2% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling