+5,631.3%
OMC vs RRX
+3,824.6%
+1,806.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.8% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | -7.5% | -8.0% | +0.5% | -5.4% |
| 3M | +4.6% | -25.1% | +29.7% | +11.6% |
| 6M | -4.8% | -18.3% | +13.4% | -2.4% |
| YTD | -1.0% | +14.2% | -15.2% | -9.0% |
| 1Y | +3.8% | +13.0% | -9.2% | -4.9% |
| 3Y | +10.2% | +4.2% | +6.0% | -1.0% |
| 5Y | +29.7% | +17.9% | +11.8% | +10.2% |
| 10Y | +32.3% | +220.4% | -188.1% | -17.8% |
| All | +5,631.3% | +3,824.6% | +1,806.7% | +2,465.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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