-6.4%
OSCR vs XYL
+11.4%
-17.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.3% |
| 7D | +1.1% | -1.2% | +2.3% | +1.9% |
| 30D | +16.5% | -13.2% | +29.7% | +28.1% |
| 3M | +17.0% | -0.2% | +17.1% | +15.5% |
| 6M | +145.0% | -12.5% | +157.5% | +164.2% |
| YTD | +126.7% | -20.9% | +147.6% | +161.4% |
| 1Y | +67.2% | -21.6% | +88.8% | +94.6% |
| 3Y | +405.1% | +16.1% | +389.0% | +313.7% |
| 5Y | +86.2% | -15.6% | +101.8% | +82.7% |
| All | -6.4% | +11.4% | -17.8% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling