+24.7%
RCL vs OMC
+22.7%
+2.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.4% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +14.4% | +10.6% | +3.7% | +12.3% |
| 3M | +5.2% | +2.6% | +2.6% | +4.6% |
| 6M | +26.1% | +16.6% | +9.5% | +22.7% |
| YTD | +17.4% | +10.9% | +6.4% | +19.4% |
| 1Y | +24.7% | +22.1% | +2.6% | +20.1% |
| All | +24.7% | +22.7% | +2.0% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling