+48.2%
OMC vs RVTY
+216.9%
-168.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -0.3% | +4.1% | -4.4% | -1.3% |
| 30D | +10.6% | +1.3% | +9.3% | +9.9% |
| 3M | +2.6% | +33.3% | -30.7% | -5.8% |
| 6M | +16.6% | +58.3% | -41.7% | +1.3% |
| YTD | +10.9% | +62.7% | -51.8% | -4.8% |
| 1Y | +22.1% | +67.2% | -45.2% | +3.9% |
| 3Y | +27.5% | +87.3% | -59.8% | +3.9% |
| 5Y | +50.6% | -13.4% | +64.1% | +46.1% |
| All | +48.2% | +216.9% | -168.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling