+7.8%
OMC vs RRC
+24.3%
-16.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.5% |
| 7D | -6.2% | -1.2% | -5.1% | -6.2% |
| 30D | -7.6% | +3.0% | -10.5% | -7.6% |
| 3M | +7.4% | +7.3% | +0.1% | +7.4% |
| 6M | +0.1% | +3.6% | -3.4% | -0.2% |
| YTD | +0.4% | +19.4% | -18.9% | +0.1% |
| 1Y | +7.8% | +21.4% | -13.6% | +10.0% |
| All | +7.8% | +24.3% | -16.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling