+398.8%
OSCR vs XLRE
+31.2%
+367.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | +1.6% | -1.2% | +2.8% | +2.8% |
| 30D | +10.7% | -2.4% | +13.1% | +13.5% |
| 3M | +13.4% | -2.5% | +15.8% | +16.2% |
| 6M | +144.6% | +4.0% | +140.6% | +135.5% |
| YTD | +128.0% | +9.3% | +118.8% | +108.4% |
| 1Y | +68.7% | +5.6% | +63.1% | +59.7% |
| 3Y | +398.8% | +31.3% | +367.5% | +264.8% |
| All | +398.8% | +31.2% | +367.6% | +264.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling