+91.5%
OSCR vs XME
+162.6%
-71.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +1.6% | -4.2% | +5.8% | +3.9% |
| 30D | +10.7% | -2.7% | +13.4% | +11.8% |
| 3M | +13.4% | -3.9% | +17.3% | +14.6% |
| 6M | +144.6% | -1.0% | +145.5% | +138.2% |
| YTD | +128.0% | +9.8% | +118.2% | +105.7% |
| 1Y | +68.7% | +32.5% | +36.1% | +34.3% |
| 3Y | +398.8% | +124.3% | +274.4% | +161.6% |
| All | +91.5% | +162.6% | -71.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling