+51.1%
XLB vs OSCR
-9.0%
+60.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.8% | +1.6% | -4.5% | -2.9% |
| 30D | -3.1% | +10.7% | -13.8% | -3.7% |
| 3M | -0.2% | +13.4% | -13.5% | -1.1% |
| 6M | +3.1% | +144.6% | -141.5% | -2.9% |
| YTD | +13.3% | +128.0% | -114.8% | +7.0% |
| 1Y | +12.0% | +68.7% | -56.6% | +7.1% |
| 3Y | +31.4% | +398.8% | -367.4% | +12.5% |
| 5Y | +33.9% | +87.3% | -53.3% | +12.1% |
| All | +51.1% | -9.0% | +60.1% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling