+248.8%
XLF vs OMC
+34.2%
+214.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.9% |
| 7D | -1.5% | -4.4% | +2.9% | +0.5% |
| 30D | -1.2% | -7.6% | +6.4% | +2.2% |
| 3M | +9.2% | +4.5% | +4.7% | +6.1% |
| 6M | +16.3% | -0.3% | +16.6% | +15.2% |
| YTD | +5.4% | -0.1% | +5.6% | +2.9% |
| 1Y | +7.6% | +4.6% | +3.0% | +1.9% |
| 3Y | +74.2% | +10.5% | +63.7% | +55.1% |
| 5Y | +66.1% | +31.7% | +34.4% | +29.1% |
| All | +248.8% | +34.2% | +214.6% | +149.9% |
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 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