+31.0%
XLB vs OMC
+53.9%
-23.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | +1.6% | -3.2% | -2.1% |
| 30D | +7.2% | +15.3% | -8.1% | +2.4% |
| 3M | 0.0% | +4.5% | -4.4% | -1.7% |
| 6M | +2.3% | +20.8% | -18.5% | -4.6% |
| YTD | +18.4% | +13.5% | +4.9% | +11.8% |
| 1Y | +23.3% | +25.2% | -1.9% | +11.8% |
| 3Y | +45.2% | +30.5% | +14.7% | +25.2% |
| 5Y | +31.0% | +52.7% | -21.7% | +1.2% |
| All | +31.0% | +53.9% | -23.0% | +1.2% |
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