+72.3%
XLC vs OMC
+12.9%
+59.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | +0.6% | -5.8% | +6.3% | +2.0% |
| 30D | +0.2% | -4.8% | +5.1% | +1.4% |
| 3M | +0.6% | +9.2% | -8.6% | -1.8% |
| 6M | -4.5% | -2.5% | -2.0% | -4.3% |
| YTD | -4.7% | +2.6% | -7.3% | -5.9% |
| 1Y | -1.7% | +5.9% | -7.6% | -4.1% |
| 3Y | +72.3% | +14.2% | +58.1% | +59.5% |
| All | +72.3% | +12.9% | +59.4% | +59.5% |
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