+29.6%
OMC vs RVMD
+634.9%
-605.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.8% | -1.2% | -4.5% | -5.7% |
| 30D | -4.8% | +1.1% | -5.9% | -5.0% |
| 3M | +9.2% | +39.6% | -30.4% | +5.7% |
| 6M | -2.5% | +110.7% | -113.2% | -9.9% |
| YTD | +2.6% | +160.3% | -157.7% | -7.8% |
| 1Y | +5.9% | +404.9% | -399.0% | -11.4% |
| 3Y | +14.2% | +545.5% | -531.3% | -9.1% |
| 5Y | +33.2% | +584.7% | -551.4% | +0.4% |
| All | +29.6% | +634.9% | -605.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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