+105.1%
OSCR vs XME
+5.2%
+99.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +8.8% |
| 7D | +15.5% | -5.5% | +20.9% | +17.1% |
| 30D | +8.5% | -11.1% | +19.7% | +11.9% |
| 3M | +15.8% | -11.1% | +27.0% | +18.6% |
| 6M | +89.5% | -18.0% | +107.5% | +94.9% |
| YTD | +144.9% | -7.4% | +152.3% | +107.6% |
| 1Y | +105.1% | +6.7% | +98.4% | +36.6% |
| All | +105.1% | +5.2% | +99.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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