+170.7%
XLE vs OMC
+32.3%
+138.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.9% |
| 7D | 0.0% | -5.8% | +5.8% | +2.4% |
| 30D | +12.6% | -4.8% | +17.5% | +14.7% |
| 3M | +11.8% | +9.2% | +2.6% | +6.1% |
| 6M | +16.1% | -2.5% | +18.6% | +15.4% |
| YTD | +46.9% | +2.6% | +44.3% | +40.4% |
| 1Y | +53.3% | +5.9% | +47.3% | +42.9% |
| 3Y | +54.9% | +14.2% | +40.7% | +33.6% |
| 5Y | +225.7% | +33.2% | +192.5% | +140.9% |
| 10Y | +170.7% | +33.4% | +137.3% | +84.1% |
| All | +170.7% | +32.3% | +138.4% | +84.1% |
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