+9,745.6%
ROL vs OMC
+6,536.5%
+3,209.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | +1.6% | -0.8% | +0.3% |
| 30D | +20.6% | +15.3% | +5.3% | +15.4% |
| 3M | +4.5% | +4.5% | 0.0% | +3.0% |
| 6M | -26.5% | +20.8% | -47.3% | -31.0% |
| YTD | -34.8% | +13.5% | -48.4% | -38.2% |
| 1Y | -33.2% | +25.2% | -58.4% | -38.7% |
| 3Y | +4.5% | +30.5% | -26.0% | -7.5% |
| 5Y | +15.5% | +52.7% | -37.1% | -4.9% |
| 10Y | +217.2% | +55.2% | +162.0% | +144.3% |
| All | +9,745.6% | +6,536.5% | +3,209.2% | +3,549.2% |
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