+1,111.5%
XLI vs OMC
+457.1%
+654.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +1.0% | -5.8% | +6.7% | +3.4% |
| 30D | -5.8% | -4.8% | -1.0% | -4.0% |
| 3M | +0.7% | +9.2% | -8.5% | -3.9% |
| 6M | +3.2% | -2.5% | +5.7% | +3.0% |
| YTD | +13.0% | +2.6% | +10.5% | +8.8% |
| 1Y | +16.8% | +5.9% | +10.8% | +10.0% |
| 3Y | +72.4% | +14.2% | +58.2% | +53.7% |
| 5Y | +82.8% | +33.2% | +49.5% | +48.2% |
| 10Y | +252.4% | +33.4% | +219.0% | +172.6% |
| All | +1,111.5% | +457.1% | +654.4% | +408.9% |
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 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