+124.6%
XLP vs OMC
+52.3%
+72.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +0.7% | +6.3% | -5.6% | -0.6% |
| 30D | +10.3% | +15.4% | -5.1% | +6.8% |
| 3M | +6.5% | +5.8% | +0.8% | +5.0% |
| 6M | +8.4% | +14.7% | -6.3% | +4.7% |
| YTD | +18.2% | +10.3% | +7.9% | +14.4% |
| 1Y | +22.4% | +23.2% | -0.8% | +15.1% |
| 3Y | +41.9% | +24.6% | +17.3% | +30.6% |
| 5Y | +40.9% | +50.1% | -9.2% | +20.4% |
| All | +124.6% | +52.3% | +72.3% | +78.5% |
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