+30.5%
XEL vs OMC
+31.0%
-0.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 6M | -6.5% | +0.1% | -6.7% | -6.8% |
| YTD | +3.6% | +0.4% | +3.2% | +3.0% |
| 1Y | +7.5% | +7.8% | -0.3% | +5.6% |
| 3Y | +46.3% | +11.8% | +34.5% | +41.3% |
| 5Y | +30.5% | +32.5% | -1.9% | +20.4% |
| All | +30.5% | +31.0% | -0.4% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling