+1,106.7%
XLY vs OMC
+442.5%
+664.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | -1.7% | -4.4% | +2.7% | +0.2% |
| 30D | -4.2% | -7.6% | +3.4% | -1.0% |
| 3M | -2.7% | +4.5% | -7.2% | -5.3% |
| 6M | -0.6% | -0.3% | -0.4% | -1.6% |
| YTD | -5.0% | -0.1% | -4.9% | -7.4% |
| 1Y | -4.1% | +4.6% | -8.7% | -9.1% |
| 3Y | +33.6% | +10.5% | +23.1% | +21.0% |
| 5Y | +28.7% | +31.7% | -3.0% | +5.7% |
| 10Y | +219.6% | +33.5% | +186.1% | +144.3% |
| All | +1,106.7% | +442.5% | +664.2% | +372.3% |
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 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