+75.5%
OSCR vs XLRE
+9.1%
+66.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.8% |
| 7D | +5.8% | -1.2% | +7.1% | +7.3% |
| 30D | +7.1% | -2.8% | +9.9% | +10.6% |
| 3M | +36.7% | -0.2% | +36.8% | +36.5% |
| 6M | +114.3% | +1.9% | +112.3% | +105.4% |
| YTD | +124.4% | +10.6% | +113.9% | +95.1% |
| 1Y | +75.5% | +8.8% | +66.6% | +53.0% |
| All | +75.5% | +9.1% | +66.3% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling