+6,472.7%
OMC vs RVTY
+2,959.8%
+3,512.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +15.3% | +1.7% | +13.6% | +14.5% |
| 3M | +4.5% | +36.8% | -32.3% | -3.7% |
| 6M | +20.8% | +60.1% | -39.3% | +6.6% |
| YTD | +13.5% | +64.0% | -50.5% | -0.7% |
| 1Y | +25.2% | +68.2% | -43.0% | +8.8% |
| 3Y | +30.5% | +88.8% | -58.3% | +8.9% |
| 5Y | +52.7% | -10.5% | +63.2% | +48.3% |
| 10Y | +55.2% | +219.7% | -164.5% | +8.6% |
| All | +6,472.7% | +2,959.8% | +3,512.9% | +2,651.6% |
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