+163.9%
XLE vs OMC
+56.4%
+107.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -6.7% | +6.8% | -13.5% | -9.4% |
| 30D | -4.4% | +16.2% | -20.6% | -10.7% |
| 3M | +4.0% | +6.0% | -2.0% | +0.6% |
| 6M | +13.2% | +17.7% | -4.6% | +3.2% |
| YTD | +41.9% | +13.5% | +28.4% | +29.2% |
| 1Y | +41.6% | +27.2% | +14.4% | +21.3% |
| 3Y | +64.0% | +30.4% | +33.6% | +32.6% |
| 5Y | +158.1% | +53.5% | +104.6% | +77.3% |
| 10Y | +163.9% | +57.0% | +107.0% | +70.5% |
| All | +163.9% | +56.4% | +107.5% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling