+835.0%
XLB vs OMC
+516.6%
+318.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | +1.6% | -3.2% | -2.3% |
| 30D | +7.2% | +15.3% | -8.1% | +1.0% |
| 3M | 0.0% | +4.5% | -4.4% | -2.2% |
| 6M | +2.3% | +20.8% | -18.5% | -6.5% |
| YTD | +18.4% | +13.5% | +4.9% | +9.3% |
| 1Y | +23.3% | +25.2% | -1.9% | +8.8% |
| 3Y | +45.2% | +30.5% | +14.7% | +23.0% |
| 5Y | +31.0% | +52.7% | -21.7% | +1.4% |
| 10Y | +168.8% | +55.2% | +113.5% | +96.8% |
| All | +835.0% | +516.6% | +318.4% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling