+45.6%
XEL vs OSCR
+401.8%
-356.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | -3.9% | +10.7% | -14.6% | -4.1% |
| 3M | -2.8% | +13.4% | -16.2% | -3.1% |
| 6M | -5.4% | +144.6% | -149.9% | -7.3% |
| YTD | +3.8% | +128.0% | -124.3% | +1.8% |
| 1Y | +6.8% | +68.7% | -61.8% | +5.3% |
| 3Y | +45.6% | +398.8% | -353.2% | +40.8% |
| All | +45.6% | +401.8% | -356.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 3y: compounded portfolio wealth divided by compounded OSCR 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…
3y analysis · Full analysis span regression · 6 months rolling