+253.9%
XLI vs OMC
+34.2%
+219.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | -1.7% | -4.4% | +2.7% | 0.0% |
| 30D | -7.3% | -7.6% | +0.3% | -4.6% |
| 3M | -1.3% | +4.5% | -5.9% | -4.0% |
| 6M | +2.2% | -0.3% | +2.5% | +1.1% |
| YTD | +11.7% | -0.1% | +11.8% | +9.1% |
| 1Y | +14.3% | +4.6% | +9.6% | +8.6% |
| 3Y | +70.3% | +10.5% | +59.9% | +53.9% |
| 5Y | +82.3% | +31.7% | +50.6% | +46.4% |
| All | +253.9% | +34.2% | +219.7% | +164.0% |
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