+238.8%
RCL vs OMC
+32.6%
+206.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.8% |
| 7D | -0.5% | -5.8% | +5.3% | +3.0% |
| 30D | -17.3% | -4.8% | -12.5% | -15.0% |
| 3M | -2.8% | +9.2% | -12.0% | -9.3% |
| 6M | -4.4% | -2.5% | -1.9% | -4.2% |
| YTD | -4.2% | +2.6% | -6.7% | -8.9% |
| 1Y | -23.4% | +5.9% | -29.3% | -29.4% |
| 3Y | +179.4% | +14.2% | +165.2% | +125.6% |
| 5Y | +238.8% | +33.2% | +205.5% | +109.5% |
| All | +238.8% | +32.6% | +206.1% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling