+10.5%
OMC vs XLRE
+31.2%
-20.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.1% |
| 7D | -4.4% | -1.2% | -3.2% | -3.6% |
| 30D | -7.6% | -2.4% | -5.2% | -6.0% |
| 3M | +4.5% | -2.5% | +7.0% | +6.5% |
| 6M | -0.3% | +4.0% | -4.2% | -2.7% |
| YTD | -0.1% | +9.3% | -9.4% | -5.8% |
| 1Y | +4.6% | +5.6% | -1.0% | +0.9% |
| 3Y | +10.5% | +31.3% | -20.8% | -4.9% |
| All | +10.5% | +31.2% | -20.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling