+35.5%
XLV vs OMC
+30.5%
+5.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | -4.4% | +0.8% | -2.7% |
| 30D | -1.8% | -7.6% | +5.8% | -0.4% |
| 3M | +7.8% | +4.5% | +3.3% | +6.6% |
| 6M | +9.1% | -0.3% | +9.4% | +8.7% |
| YTD | +7.7% | -0.1% | +7.9% | +7.0% |
| 1Y | +20.4% | +4.6% | +15.8% | +18.0% |
| 3Y | +30.8% | +10.5% | +20.3% | +24.7% |
| All | +35.5% | +30.5% | +5.0% | +22.1% |
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