+149.9%
XLE vs OMC
+49.2%
+100.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -12.0% | +6.3% | -18.3% | -13.1% |
| 30D | -2.7% | +15.4% | -18.1% | -5.6% |
| 3M | +6.6% | +5.8% | +0.8% | +5.0% |
| 6M | +9.5% | +14.7% | -5.1% | +5.5% |
| YTD | +40.6% | +10.3% | +30.2% | +35.8% |
| 1Y | +43.6% | +23.2% | +20.4% | +34.1% |
| 3Y | +58.1% | +24.6% | +33.5% | +43.9% |
| All | +149.9% | +49.2% | +100.7% | +91.9% |
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