+43.4%
XRT vs OMC
+12.9%
+30.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -0.3% | -5.8% | +5.5% | +1.6% |
| 30D | -5.6% | -4.8% | -0.8% | -4.2% |
| 3M | +2.5% | +9.2% | -6.7% | -1.0% |
| 6M | +3.7% | -2.5% | +6.2% | +3.9% |
| YTD | +1.0% | +2.6% | -1.6% | -0.8% |
| 1Y | -1.2% | +5.9% | -7.1% | -4.9% |
| 3Y | +43.4% | +14.2% | +29.2% | +18.1% |
| All | +43.4% | +12.9% | +30.5% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling