+230.8%
RDW vs OMC
+10.5%
+220.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | +0.9% | -4.4% | +5.2% | +3.1% |
| 30D | -21.3% | -7.6% | -13.7% | -18.5% |
| 3M | -37.9% | +4.5% | -42.4% | -40.8% |
| 6M | +12.3% | -0.3% | +12.5% | +10.0% |
| YTD | +39.7% | -0.1% | +39.9% | +34.7% |
| 1Y | +25.7% | +4.6% | +21.0% | +15.0% |
| 3Y | +230.8% | +10.5% | +220.4% | +186.3% |
| All | +230.8% | +10.5% | +220.4% | +186.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling