+6,469.7%
OMC vs RRC
+1,491.2%
+4,978.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.4% | 0.0% |
| 7D | +6.8% | -5.2% | +12.0% | +7.3% |
| 30D | +16.2% | +25.2% | -9.1% | +13.6% |
| 3M | +6.0% | +27.4% | -21.4% | +3.5% |
| 6M | +17.7% | +27.0% | -9.3% | +14.8% |
| YTD | +13.5% | +46.3% | -32.8% | +9.1% |
| 1Y | +27.2% | +37.1% | -9.9% | +22.9% |
| 3Y | +30.4% | +60.2% | -29.8% | +23.3% |
| 5Y | +53.5% | +136.6% | -83.1% | +37.7% |
| 10Y | +57.0% | +68.8% | -11.8% | +32.5% |
| All | +6,469.7% | +1,491.2% | +4,978.5% | +4,794.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling