+32.5%
OMC vs XME
+167.8%
-135.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +2.4% |
| 7D | -6.2% | -3.0% | -3.2% | -5.5% |
| 30D | -7.6% | -2.6% | -5.0% | -7.2% |
| 3M | +7.4% | +2.2% | +5.2% | +6.2% |
| 6M | +0.1% | +0.7% | -0.6% | -1.2% |
| YTD | +0.4% | +10.9% | -10.5% | -4.8% |
| 1Y | +7.8% | +35.7% | -27.9% | -5.7% |
| 3Y | +11.8% | +127.1% | -115.3% | -20.3% |
| 5Y | +32.5% | +168.5% | -136.0% | -15.0% |
| All | +32.5% | +167.8% | -135.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling