-34.7%
ROL vs OMC
+24.5%
-59.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.5% | +1.5% |
| 7D | +14.6% | +12.5% | +2.0% | +11.5% |
| 30D | +29.3% | +16.3% | +13.0% | +25.2% |
| 3M | +2.0% | +8.1% | -6.1% | 0.0% |
| 6M | -28.5% | +17.2% | -45.7% | -30.8% |
| YTD | -35.3% | +11.8% | -47.1% | -37.3% |
| 1Y | -34.7% | +23.9% | -58.6% | -37.9% |
| All | -34.7% | +24.5% | -59.2% | -37.9% |
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