+47.9%
XBI vs OMC
+24.5%
+23.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.6% | +2.5% |
| 7D | +1.0% | +12.5% | -11.5% | +0.8% |
| 30D | +1.9% | +16.3% | -14.4% | +1.5% |
| 3M | +4.8% | +8.1% | -3.3% | +4.6% |
| 6M | +19.3% | +17.2% | +2.1% | +18.4% |
| YTD | +30.6% | +11.8% | +18.9% | +29.6% |
| 1Y | +47.9% | +23.9% | +24.0% | +46.7% |
| All | +47.9% | +24.5% | +23.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling