+45.4%
XEL vs OMC
+11.1%
+34.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -1.2% | -6.2% | +5.0% | -0.4% |
| 30D | -2.9% | -7.6% | +4.7% | -2.0% |
| 3M | -2.7% | +7.4% | -10.1% | -3.7% |
| 6M | -6.5% | +0.1% | -6.7% | -6.7% |
| YTD | +3.6% | +0.4% | +3.2% | +3.2% |
| 1Y | +7.5% | +7.8% | -0.3% | +5.6% |
| All | +45.4% | +11.1% | +34.3% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling