+205.1%
ROL vs OMC
+35.0%
+170.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -3.2% | -6.2% | +3.0% | -1.9% |
| 30D | -6.6% | -7.6% | +0.9% | -5.1% |
| 3M | -27.3% | +7.4% | -34.7% | -28.6% |
| 6M | -38.1% | +0.1% | -38.2% | -38.3% |
| YTD | -41.8% | +0.4% | -42.2% | -42.3% |
| 1Y | -37.8% | +7.8% | -45.6% | -39.5% |
| 3Y | -0.3% | +11.8% | -12.2% | -5.3% |
| 5Y | -5.1% | +32.5% | -37.5% | -14.7% |
| All | +205.1% | +35.0% | +170.1% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling