+148.7%
XLK vs OMC
+30.5%
+118.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.2% | -4.4% | +4.6% | +1.4% |
| 30D | -0.6% | -7.6% | +7.0% | +1.4% |
| 3M | +2.6% | +4.5% | -2.0% | +0.2% |
| 6M | +34.0% | -0.3% | +34.2% | +32.6% |
| YTD | +30.7% | -0.1% | +30.8% | +28.4% |
| 1Y | +39.2% | +4.6% | +34.6% | +33.4% |
| 3Y | +120.4% | +10.5% | +110.0% | +99.8% |
| All | +148.7% | +30.5% | +118.2% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling