+32.5%
OMC vs RRC
+150.0%
-117.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | -6.2% | -1.2% | -5.1% | -6.1% |
| 30D | -7.6% | +3.0% | -10.5% | -7.9% |
| 3M | +7.4% | +7.3% | +0.1% | +6.3% |
| 6M | +0.1% | +3.6% | -3.4% | -0.7% |
| YTD | +0.4% | +19.4% | -18.9% | -2.2% |
| 1Y | +7.8% | +21.4% | -13.6% | +4.3% |
| 3Y | +11.8% | +32.8% | -20.9% | +5.5% |
| 5Y | +32.5% | +152.0% | -119.5% | +12.5% |
| All | +32.5% | +150.0% | -117.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling