+251.4%
OMC vs XME
+170.7%
+80.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +12.2% | -6.1% | +18.3% | +14.3% |
| 3M | +0.6% | -18.6% | +19.2% | +7.1% |
| 6M | +21.0% | -23.9% | +44.9% | +30.8% |
| YTD | +12.4% | -9.3% | +21.7% | +12.4% |
| 1Y | +25.4% | +1.8% | +23.7% | +19.9% |
| 3Y | +29.2% | +93.0% | -63.8% | -5.0% |
| 5Y | +52.6% | +107.0% | -54.4% | +6.2% |
| 10Y | +53.6% | +266.9% | -213.3% | -18.2% |
| All | +251.4% | +170.7% | +80.7% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling