+91.5%
OSCR vs XYL
-16.2%
+107.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +1.6% | +1.2% | +0.4% | +0.7% |
| 30D | +10.7% | -11.9% | +22.6% | +21.1% |
| 3M | +13.4% | -1.5% | +14.9% | +12.9% |
| 6M | +144.6% | -11.9% | +156.5% | +163.3% |
| YTD | +128.0% | -20.6% | +148.6% | +163.9% |
| 1Y | +68.7% | -23.5% | +92.2% | +101.8% |
| 3Y | +398.8% | +14.9% | +383.9% | +303.5% |
| All | +91.5% | -16.2% | +107.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling