+220.4%
OMC vs XYL
+449.8%
-229.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.6% |
| 7D | -6.4% | -5.0% | -1.4% | -4.3% |
| 30D | +1.1% | -13.2% | +14.3% | +7.5% |
| 3M | +10.4% | -3.7% | +14.1% | +12.2% |
| 6M | -1.7% | -17.7% | +16.0% | +6.5% |
| YTD | +4.4% | -21.5% | +26.0% | +15.1% |
| 1Y | +8.4% | -24.5% | +32.9% | +21.4% |
| 3Y | +14.4% | +6.9% | +7.5% | +7.8% |
| 5Y | +33.9% | -18.1% | +51.9% | +38.3% |
| 10Y | +34.9% | +134.7% | -99.9% | -11.7% |
| All | +220.4% | +449.8% | -229.4% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling