+61.6%
OMC vs XLRE
+107.7%
-46.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | -6.2% | -2.7% | -3.5% | -4.6% |
| 30D | -7.6% | -2.3% | -5.2% | -6.1% |
| 3M | +7.4% | -3.5% | +10.9% | +10.0% |
| 6M | +0.1% | +1.9% | -1.7% | -1.0% |
| YTD | +0.4% | +8.3% | -7.9% | -4.5% |
| 1Y | +7.8% | +6.4% | +1.4% | +3.7% |
| 3Y | +11.8% | +30.2% | -18.4% | -5.6% |
| 5Y | +32.5% | +8.6% | +23.8% | +23.7% |
| 10Y | +34.2% | +87.4% | -53.1% | -9.3% |
| All | +61.6% | +107.7% | -46.1% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling