+128.8%
XLP vs OMC
+56.1%
+72.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.3% |
| 7D | +0.1% | +5.4% | -5.3% | -1.1% |
| 30D | +8.9% | +15.7% | -6.8% | +5.4% |
| 3M | +7.5% | +4.9% | +2.6% | +6.2% |
| 6M | +9.4% | +17.3% | -7.8% | +5.1% |
| YTD | +19.3% | +13.0% | +6.2% | +14.8% |
| 1Y | +21.7% | +24.1% | -2.3% | +14.3% |
| 3Y | +44.0% | +31.2% | +12.7% | +30.9% |
| 5Y | +42.8% | +53.4% | -10.6% | +21.4% |
| 10Y | +128.8% | +55.5% | +73.2% | +81.0% |
| All | +128.8% | +56.1% | +72.7% | +81.0% |
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