+331.2%
RCL vs OMC
+35.0%
+296.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.5% |
| 7D | -2.5% | -6.2% | +3.8% | +2.6% |
| 30D | -15.7% | -7.6% | -8.1% | -10.6% |
| 3M | -3.6% | +7.4% | -11.0% | -11.0% |
| 6M | -8.7% | +0.1% | -8.8% | -11.0% |
| YTD | -6.2% | +0.4% | -6.6% | -12.1% |
| 1Y | -22.9% | +7.8% | -30.6% | -32.8% |
| 3Y | +173.6% | +11.8% | +161.8% | +116.2% |
| 5Y | +226.6% | +32.5% | +194.1% | +112.6% |
| All | +331.2% | +35.0% | +296.2% | +158.0% |
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