+20.7%
XLK vs OMC
+24.5%
-3.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.3% |
| 7D | -7.6% | +12.5% | -20.1% | -6.9% |
| 30D | -12.2% | +16.3% | -28.5% | -11.5% |
| 3M | -5.5% | +8.1% | -13.5% | -4.9% |
| 6M | +9.2% | +17.2% | -8.0% | +9.8% |
| YTD | +23.0% | +11.8% | +11.3% | +23.3% |
| 1Y | +20.7% | +23.9% | -3.2% | +20.9% |
| All | +20.7% | +24.5% | -3.8% | +20.9% |
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