+9.5%
OMC vs XME
+132.9%
-123.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -7.5% | +1.4% | -8.9% | -7.9% |
| 3M | +4.6% | +2.7% | +1.9% | +4.0% |
| 6M | -4.8% | +6.5% | -11.3% | -6.6% |
| YTD | -1.0% | +15.2% | -16.2% | -5.8% |
| 1Y | +3.8% | +43.5% | -39.7% | -9.0% |
| All | +9.5% | +132.9% | -123.5% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling