+4,153.0%
OMC vs ROP
+30,039.9%
-25,886.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | +10.6% | +29.7% | -19.1% | +2.7% |
| 3M | +2.6% | +21.2% | -18.6% | -2.9% |
| 6M | +16.6% | +48.3% | -31.6% | +4.1% |
| YTD | +10.9% | +8.4% | +2.5% | +8.1% |
| 1Y | +22.1% | +6.0% | +16.1% | +19.7% |
| 3Y | +27.5% | -5.6% | +33.1% | +28.9% |
| 5Y | +50.6% | +1.3% | +49.3% | +48.7% |
| 10Y | +51.7% | +184.1% | -132.5% | +14.4% |
| All | +4,153.0% | +30,039.9% | -25,886.9% | +1,648.2% |
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 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