+640.9%
XLU vs OMC
+437.7%
+203.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | +0.6% | -4.2% | +4.9% | +1.7% |
| 30D | -0.4% | -7.5% | +7.1% | +1.4% |
| 3M | -1.7% | +4.6% | -6.4% | -3.3% |
| 6M | -7.1% | -4.8% | -2.3% | -6.6% |
| YTD | +1.9% | -1.0% | +3.0% | +0.7% |
| 1Y | +6.1% | +3.8% | +2.3% | +3.2% |
| 3Y | +48.8% | +10.2% | +38.6% | +40.2% |
| 5Y | +43.8% | +29.7% | +14.1% | +27.0% |
| 10Y | +143.2% | +32.3% | +110.9% | +104.9% |
| All | +640.9% | +437.7% | +203.3% | +336.9% |
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