+513.3%
XRT vs OMC
+225.1%
+288.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.4% |
| 7D | +0.8% | -6.4% | +7.2% | +4.4% |
| 30D | -4.2% | +1.1% | -5.3% | -5.1% |
| 3M | +5.1% | +10.4% | -5.3% | -1.7% |
| 6M | +2.4% | -1.7% | +4.1% | +1.9% |
| YTD | +3.2% | +4.4% | -1.2% | -2.8% |
| 1Y | +1.5% | +8.4% | -6.9% | -7.3% |
| 3Y | +40.6% | +14.4% | +26.2% | +21.0% |
| 5Y | -1.0% | +33.9% | -34.9% | -24.6% |
| 10Y | +128.4% | +34.9% | +93.6% | +61.4% |
| All | +513.3% | +225.1% | +288.2% | +128.2% |
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