+43.3%
XLP vs OMC
+52.3%
-8.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.5% | +1.6% | -2.1% | -0.8% |
| 30D | +8.3% | +15.3% | -7.0% | +5.7% |
| 3M | +8.7% | +4.5% | +4.2% | +7.7% |
| 6M | +11.2% | +20.8% | -9.6% | +7.4% |
| YTD | +20.0% | +13.5% | +6.5% | +16.8% |
| 1Y | +21.3% | +25.2% | -3.9% | +15.8% |
| 3Y | +43.8% | +30.5% | +13.4% | +33.8% |
| All | +43.3% | +52.3% | -8.9% | +23.3% |
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