-5.8%
OSCR vs XME
+214.7%
-220.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +1.6% | -4.2% | +5.8% | +3.8% |
| 30D | +10.7% | -2.7% | +13.4% | +11.8% |
| 3M | +13.4% | -3.9% | +17.3% | +14.5% |
| 6M | +144.6% | -1.0% | +145.5% | +138.9% |
| YTD | +128.0% | +9.8% | +118.2% | +107.7% |
| 1Y | +68.7% | +32.5% | +36.1% | +37.1% |
| 3Y | +398.8% | +124.3% | +274.4% | +180.8% |
| 5Y | +87.3% | +165.8% | -78.5% | +2.6% |
| All | -5.8% | +214.7% | -220.5% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling