+31.1%
OMC vs XME
+421.4%
-390.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -4.4% | -4.2% | -0.2% | -2.9% |
| 30D | -7.6% | -2.7% | -4.9% | -7.0% |
| 3M | +4.5% | -3.9% | +8.4% | +5.1% |
| 6M | -0.3% | -1.0% | +0.7% | -1.7% |
| YTD | -0.1% | +9.8% | -9.9% | -6.6% |
| 1Y | +4.6% | +32.5% | -27.9% | -10.6% |
| 3Y | +10.5% | +124.3% | -113.9% | -26.3% |
| 5Y | +31.7% | +165.8% | -134.1% | -21.9% |
| All | +31.1% | +421.4% | -390.3% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling