+15.0%
ROL vs OMC
+53.9%
-38.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.4% | +6.8% | -3.4% | +1.9% |
| 30D | +20.8% | +16.2% | +4.6% | +17.0% |
| 3M | +3.7% | +6.0% | -2.3% | +2.3% |
| 6M | -27.7% | +17.7% | -45.4% | -30.3% |
| YTD | -34.9% | +13.5% | -48.4% | -37.1% |
| 1Y | -33.3% | +27.2% | -60.5% | -37.2% |
| 3Y | +4.3% | +30.4% | -26.1% | -4.5% |
| 5Y | +15.0% | +53.5% | -38.5% | -6.8% |
| All | +15.0% | +53.9% | -38.9% | -6.8% |
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