-0.5%
XRT vs OMC
+53.9%
-54.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +4.1% | +6.8% | -2.7% | +1.2% |
| 30D | +9.9% | +16.2% | -6.2% | +3.1% |
| 3M | +2.3% | +6.0% | -3.8% | -0.6% |
| 6M | +9.6% | +17.7% | -8.1% | +1.0% |
| YTD | +9.1% | +13.5% | -4.3% | +1.2% |
| 1Y | +16.2% | +27.2% | -11.0% | +1.1% |
| 3Y | +60.1% | +30.4% | +29.7% | +31.2% |
| 5Y | -0.5% | +53.5% | -54.0% | -27.8% |
| All | -0.5% | +53.9% | -54.4% | -27.8% |
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