+54.8%
XEL vs OSCR
-9.0%
+63.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -2.8% | +13.4% | -16.2% | -3.2% |
| 6M | -5.4% | +144.6% | -149.9% | -7.6% |
| YTD | +3.8% | +128.0% | -124.3% | +1.4% |
| 1Y | +6.8% | +68.7% | -61.8% | +4.9% |
| 3Y | +45.6% | +398.8% | -353.2% | +37.8% |
| 5Y | +30.7% | +87.3% | -56.6% | +23.2% |
| All | +54.8% | -9.0% | +63.7% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling