+29.7%
OMC vs RVTY
-34.2%
+63.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -0.9% | -2.8% |
| 7D | -4.2% | -5.4% | +1.2% | -2.7% |
| 30D | -7.5% | +6.7% | -14.3% | -9.4% |
| 3M | +4.6% | +19.0% | -14.4% | -1.1% |
| 6M | -4.8% | +34.6% | -39.5% | -14.1% |
| YTD | -1.0% | +28.3% | -29.3% | -9.1% |
| 1Y | +3.8% | +46.0% | -42.2% | -8.9% |
| 3Y | +10.2% | +16.9% | -6.7% | +1.5% |
| 5Y | +29.7% | -32.9% | +62.6% | +35.1% |
| All | +29.7% | -34.2% | +63.9% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling