+9.1%
XLF vs OMC
+9.8%
-0.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.4% |
| 7D | 0.0% | -6.4% | +6.4% | +0.9% |
| 30D | +0.2% | +1.1% | -0.9% | -0.1% |
| 3M | +11.7% | +10.4% | +1.3% | +10.0% |
| 6M | +13.8% | -1.7% | +15.5% | +13.2% |
| YTD | +7.0% | +4.4% | +2.6% | +6.3% |
| 1Y | +9.1% | +8.4% | +0.7% | +7.9% |
| All | +9.1% | +9.8% | -0.6% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling