+5,947.5%
OMC vs RVTY
+2,416.7%
+3,530.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -6.4% | +1.1% | -7.5% | -6.7% |
| 30D | +1.1% | +13.2% | -12.1% | -2.0% |
| 3M | +10.4% | +27.2% | -16.8% | +3.7% |
| 6M | -1.7% | +32.4% | -34.1% | -9.0% |
| YTD | +4.4% | +34.9% | -30.4% | -3.7% |
| 1Y | +8.4% | +52.4% | -43.9% | -3.3% |
| 3Y | +14.4% | +12.3% | +2.1% | +7.9% |
| 5Y | +33.9% | -30.8% | +64.7% | +38.8% |
| 10Y | +34.9% | +150.7% | -115.8% | +0.4% |
| All | +5,947.5% | +2,416.7% | +3,530.9% | +2,567.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling