+1,024.7%
XLE vs OMC
+467.3%
+557.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +0.2% |
| 7D | +2.2% | -6.4% | +8.6% | +4.9% |
| 30D | +11.8% | +1.1% | +10.7% | +10.9% |
| 3M | +9.8% | +10.4% | -0.6% | +4.2% |
| 6M | +15.6% | -1.7% | +17.3% | +14.6% |
| YTD | +45.3% | +4.4% | +40.8% | +38.2% |
| 1Y | +48.3% | +8.4% | +39.9% | +37.7% |
| 3Y | +55.4% | +14.4% | +41.0% | +37.5% |
| 5Y | +216.1% | +33.9% | +182.2% | +152.0% |
| 10Y | +178.4% | +34.9% | +143.5% | +116.1% |
| All | +1,024.7% | +467.3% | +557.4% | +406.6% |
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