+398.8%
OSCR vs XHB
+23.1%
+375.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | +1.6% | -4.6% | +6.3% | +4.4% |
| 30D | +10.7% | -9.1% | +19.8% | +17.0% |
| 3M | +13.4% | -8.6% | +21.9% | +18.1% |
| 6M | +144.6% | -4.0% | +148.6% | +144.7% |
| YTD | +128.0% | -3.9% | +132.0% | +126.5% |
| 1Y | +68.7% | -16.5% | +85.1% | +84.6% |
| 3Y | +398.8% | +22.6% | +376.2% | +270.5% |
| All | +398.8% | +23.1% | +375.7% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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