+52.4%
XLB vs OSCR
-11.8%
+64.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.8% |
| 7D | -2.9% | +4.7% | -7.7% | -3.2% |
| 30D | -3.4% | +14.8% | -18.1% | -4.2% |
| 3M | +1.6% | +16.7% | -15.1% | +0.5% |
| 6M | +3.6% | +127.5% | -123.9% | -1.9% |
| YTD | +14.2% | +121.0% | -106.8% | +8.1% |
| 1Y | +15.6% | +58.4% | -42.8% | +10.9% |
| 3Y | +33.1% | +392.4% | -359.3% | +14.0% |
| 5Y | +35.0% | +80.5% | -45.4% | +13.2% |
| All | +52.4% | -11.8% | +64.2% | +31.7% |
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