-4.7%
ROL vs OMC
+32.6%
-37.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | -3.4% | -5.8% | +2.3% | -2.3% |
| 30D | -6.9% | -4.8% | -2.1% | -6.1% |
| 3M | -24.6% | +9.2% | -33.8% | -26.1% |
| 6M | -39.5% | -2.5% | -37.0% | -39.4% |
| YTD | -41.1% | +2.6% | -43.7% | -41.8% |
| 1Y | -37.9% | +5.9% | -43.9% | -39.3% |
| 3Y | +0.8% | +14.2% | -13.4% | -5.0% |
| 5Y | -4.7% | +33.2% | -37.9% | -17.8% |
| All | -4.7% | +32.6% | -37.3% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling