-38.9%
ROL vs OMC
+2.6%
-41.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | -3.3% | -4.2% | +1.0% | -2.5% |
| 30D | -7.2% | -7.5% | +0.3% | -6.0% |
| 3M | -27.0% | +4.6% | -31.6% | -27.6% |
| 6M | -39.5% | -4.8% | -34.7% | -39.1% |
| YTD | -41.8% | -1.0% | -40.8% | -41.8% |
| 1Y | -38.9% | +3.8% | -42.7% | -39.4% |
| All | -38.9% | +2.6% | -41.5% | -39.4% |
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 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