-31.4%
ROL vs OMC
+24.0%
-55.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +2.2% |
| 7D | +3.0% | +1.9% | +1.1% | +2.5% |
| 30D | +19.8% | +12.2% | +7.6% | +16.7% |
| 3M | +7.9% | +0.6% | +7.3% | +7.0% |
| 6M | -25.6% | +21.0% | -46.7% | -28.4% |
| YTD | -34.1% | +12.4% | -46.5% | -36.2% |
| 1Y | -31.4% | +25.4% | -56.8% | -34.6% |
| All | -31.4% | +24.0% | -55.4% | -34.6% |
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