+9,030.3%
ROL vs OMC
+6,006.3%
+3,024.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.2% |
| 7D | -1.4% | -6.4% | +5.0% | +0.5% |
| 30D | -4.1% | +1.1% | -5.2% | -4.5% |
| 3M | -22.5% | +10.4% | -32.9% | -25.2% |
| 6M | -37.7% | -1.7% | -36.0% | -37.7% |
| YTD | -39.6% | +4.4% | -44.0% | -41.3% |
| 1Y | -36.0% | +8.4% | -44.5% | -38.7% |
| 3Y | -5.1% | +14.4% | -19.5% | -12.6% |
| 5Y | -3.4% | +33.9% | -37.2% | -17.3% |
| 10Y | +215.2% | +34.9% | +180.4% | +153.8% |
| All | +9,030.3% | +6,006.3% | +3,024.0% | +3,370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling