+94.9%
OSCR vs XE
-50.4%
+145.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.7% | +6.3% | +0.8% |
| 7D | +1.6% | -15.7% | +17.3% | +2.3% |
| 30D | +10.7% | -26.6% | +37.3% | +11.8% |
| 3M | +13.4% | -20.3% | +33.6% | +13.3% |
| All | +94.9% | -50.4% | +145.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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 · Available span rolling