+75.5%
OSCR vs XYL
-23.4%
+98.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.7% |
| 7D | +5.8% | -5.0% | +10.9% | +7.7% |
| 30D | +7.1% | -13.2% | +20.3% | +12.2% |
| 3M | +36.7% | -3.7% | +40.4% | +36.3% |
| 6M | +114.3% | -17.7% | +132.0% | +133.3% |
| YTD | +124.4% | -21.5% | +145.9% | +142.1% |
| 1Y | +75.5% | -24.5% | +100.0% | +107.5% |
| All | +75.5% | -23.4% | +98.8% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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