-6.4%
OSCR vs XHB
+60.5%
-66.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +4.4% |
| 7D | +1.1% | -5.2% | +6.3% | +5.3% |
| 30D | +16.5% | -12.1% | +28.6% | +28.9% |
| 3M | +17.0% | -6.2% | +23.2% | +21.0% |
| 6M | +145.0% | -6.7% | +151.7% | +151.1% |
| YTD | +126.7% | -5.5% | +132.2% | +128.0% |
| 1Y | +67.2% | -15.6% | +82.9% | +85.4% |
| 3Y | +405.1% | +22.0% | +383.1% | +274.6% |
| 5Y | +86.2% | +31.8% | +54.3% | +21.9% |
| All | -6.4% | +60.5% | -66.9% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling