-6.4%
OSCR vs XME
+217.8%
-224.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +4.5% |
| 7D | +1.1% | -3.0% | +4.1% | +2.6% |
| 30D | +16.5% | -2.6% | +19.1% | +17.5% |
| 3M | +17.0% | +2.2% | +14.8% | +14.4% |
| 6M | +145.0% | +0.7% | +144.3% | +137.1% |
| YTD | +126.7% | +10.9% | +115.8% | +105.5% |
| 1Y | +67.2% | +35.7% | +31.5% | +34.2% |
| 3Y | +405.1% | +127.1% | +278.0% | +182.4% |
| 5Y | +86.2% | +168.5% | -82.3% | +1.5% |
| All | -6.4% | +217.8% | -224.2% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling