+6,406.1%
OMC vs RVTY
+2,885.1%
+3,521.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | +1.9% | -0.5% | +2.3% | +2.0% |
| 30D | +12.2% | +1.5% | +10.7% | +11.5% |
| 3M | +0.6% | +31.5% | -30.9% | -6.4% |
| 6M | +21.0% | +62.7% | -41.7% | +6.4% |
| YTD | +12.4% | +60.0% | -47.6% | -1.1% |
| 1Y | +25.4% | +65.7% | -40.3% | +9.3% |
| 3Y | +29.2% | +85.2% | -56.0% | +8.3% |
| 5Y | +52.6% | -14.9% | +67.5% | +49.9% |
| 10Y | +53.6% | +211.9% | -158.2% | +8.1% |
| All | +6,406.1% | +2,885.1% | +3,521.0% | +2,639.3% |
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