+50.2%
OMC vs XYL
+100.4%
-50.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | +1.9% | -3.7% | +5.6% | +3.6% |
| 30D | +12.2% | -8.3% | +20.5% | +15.9% |
| 3M | +0.6% | -21.4% | +22.0% | +11.4% |
| 6M | +21.0% | -12.9% | +33.9% | +27.7% |
| YTD | +12.4% | -30.1% | +42.4% | +30.2% |
| 1Y | +25.4% | -35.2% | +60.6% | +50.5% |
| 3Y | +29.2% | -0.8% | +30.0% | +23.9% |
| 5Y | +52.6% | -23.2% | +75.8% | +61.2% |
| All | +50.2% | +100.4% | -50.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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