+11.1%
RDW vs OMC
+24.5%
-13.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.2% | -10.1% | -4.6% |
| 7D | -14.3% | +12.5% | -26.8% | -13.8% |
| 30D | -26.0% | +16.3% | -42.3% | -25.6% |
| 3M | -27.4% | +8.1% | -35.4% | -27.0% |
| 6M | -10.6% | +17.2% | -27.8% | -10.0% |
| YTD | +1.6% | +11.8% | -10.2% | +1.3% |
| 1Y | +11.1% | +23.9% | -12.9% | +3.3% |
| All | +11.1% | +24.5% | -13.4% | +3.3% |
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