+54.2%
OMC vs ROP
+2.3%
+51.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.3% |
| 7D | +1.6% | -2.9% | +4.5% | +3.2% |
| 30D | +15.3% | +30.1% | -14.7% | -0.3% |
| 3M | +4.5% | +19.9% | -15.4% | -5.6% |
| 6M | +20.8% | +46.0% | -25.3% | -2.5% |
| YTD | +13.5% | +8.4% | +5.2% | +7.0% |
| 1Y | +25.2% | +8.8% | +16.4% | +17.8% |
| 3Y | +30.5% | -5.6% | +36.1% | +31.5% |
| All | +54.2% | +2.3% | +51.8% | +43.2% |
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