+5.8%
XLU vs OMC
+9.8%
-4.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | +0.8% | -6.4% | +7.2% | +1.0% |
| 30D | -1.3% | +1.1% | -2.4% | -1.4% |
| 3M | -1.3% | +10.4% | -11.7% | -1.6% |
| 6M | -7.6% | -1.7% | -5.9% | -7.5% |
| YTD | +2.3% | +4.4% | -2.2% | +2.2% |
| 1Y | +5.8% | +8.4% | -2.7% | +5.9% |
| All | +5.8% | +9.8% | -4.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling