+34.0%
XLB vs OSCR
+96.8%
-62.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 6M | +3.1% | +144.6% | -141.5% | -3.3% |
| YTD | +13.3% | +128.0% | -114.8% | +6.6% |
| 1Y | +12.0% | +68.7% | -56.6% | +6.8% |
| 3Y | +31.4% | +398.8% | -367.4% | +10.8% |
| All | +34.0% | +96.8% | -62.9% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling