+3,905.2%
OMC vs ROP
+25,523.2%
-21,618.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.5% |
| 7D | -6.4% | -4.4% | -2.0% | -5.2% |
| 30D | +1.1% | +3.2% | -2.1% | +0.2% |
| 3M | +10.4% | +23.1% | -12.6% | +4.0% |
| 6M | -1.7% | +13.3% | -15.0% | -5.3% |
| YTD | +4.4% | -7.9% | +12.3% | +6.7% |
| 1Y | +8.4% | -22.1% | +30.5% | +15.8% |
| 3Y | +14.4% | -16.8% | +31.2% | +20.0% |
| 5Y | +33.9% | -13.5% | +47.4% | +38.3% |
| 10Y | +34.9% | +137.7% | -102.8% | +7.0% |
| All | +3,905.2% | +25,523.2% | -21,618.0% | +1,625.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling