+281.6%
RCL vs OMC
+53.7%
+227.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.5% |
| 7D | +5.0% | +5.4% | -0.4% | +1.8% |
| 30D | +19.4% | +15.7% | +3.7% | +9.2% |
| 3M | +5.9% | +4.9% | +1.0% | +2.4% |
| 6M | +23.8% | +17.3% | +6.5% | +10.1% |
| YTD | +22.8% | +13.0% | +9.8% | +9.8% |
| 1Y | +34.3% | +24.1% | +10.2% | +11.3% |
| 3Y | +276.4% | +31.2% | +245.2% | +173.3% |
| 5Y | +281.6% | +53.4% | +228.2% | +100.1% |
| All | +281.6% | +53.7% | +227.9% | +100.1% |
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 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