+5,893.7%
RCL vs OMC
+3,504.1%
+2,389.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +8.5% | +6.8% | +1.7% | +4.0% |
| 30D | +20.4% | +16.2% | +4.2% | +8.9% |
| 3M | +11.0% | +6.0% | +5.0% | +6.0% |
| 6M | +24.9% | +17.7% | +7.1% | +9.6% |
| YTD | +23.9% | +13.5% | +10.4% | +8.3% |
| 1Y | +30.8% | +27.2% | +3.6% | +5.5% |
| 3Y | +270.4% | +30.4% | +240.0% | +184.2% |
| 5Y | +296.1% | +53.5% | +242.6% | +175.5% |
| 10Y | +375.0% | +57.0% | +318.0% | +236.3% |
| All | +5,893.7% | +3,504.1% | +2,389.6% | +1,841.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling