+508.9%
XLP vs OMC
+467.3%
+41.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -1.0% | -6.4% | +5.4% | +0.3% |
| 30D | -0.9% | +1.1% | -2.0% | -1.2% |
| 3M | +3.8% | +10.4% | -6.6% | +1.3% |
| 6M | -1.7% | -1.7% | 0.0% | -1.8% |
| YTD | +10.3% | +4.4% | +5.8% | +8.0% |
| 1Y | +7.8% | +8.4% | -0.6% | +4.4% |
| 3Y | +27.2% | +14.4% | +12.8% | +20.2% |
| 5Y | +32.5% | +33.9% | -1.3% | +18.8% |
| 10Y | +101.8% | +34.9% | +66.9% | +74.4% |
| All | +508.9% | +467.3% | +41.6% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling