+331.9%
RCL vs OMC
+53.0%
+278.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.6% |
| 7D | -1.2% | +1.9% | -3.1% | -2.6% |
| 30D | +17.8% | +12.2% | +5.6% | +7.4% |
| 3M | +4.9% | +0.6% | +4.3% | +3.6% |
| 6M | +23.7% | +21.0% | +2.7% | +3.0% |
| YTD | +17.8% | +12.4% | +5.5% | +0.5% |
| 1Y | +28.9% | +25.4% | +3.5% | -0.8% |
| 3Y | +241.9% | +29.2% | +212.7% | +138.0% |
| 5Y | +295.4% | +52.6% | +242.8% | +128.2% |
| All | +331.9% | +53.0% | +278.9% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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