+488.1%
OMC vs RSG
+2,013.0%
-1,524.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -7.5% | +3.7% | -11.2% | -8.5% |
| 3M | +4.6% | +6.2% | -1.5% | +2.8% |
| 6M | -4.8% | -2.8% | -2.1% | -4.2% |
| YTD | -1.0% | +5.9% | -6.9% | -2.8% |
| 1Y | +3.8% | -1.8% | +5.6% | +4.2% |
| 3Y | +10.2% | +57.5% | -47.3% | -4.0% |
| 5Y | +29.7% | +91.1% | -61.4% | +6.1% |
| 10Y | +32.3% | +428.1% | -395.8% | -16.7% |
| All | +488.1% | +2,013.0% | -1,524.9% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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