+64.0%
XLC vs OSCR
-9.5%
+73.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | -1.7% | +1.1% | -2.7% | -1.7% |
| 30D | +0.2% | +16.5% | -16.3% | -1.0% |
| 3M | +0.7% | +17.0% | -16.3% | -0.8% |
| 6M | -4.5% | +145.0% | -149.4% | -11.6% |
| YTD | -4.7% | +126.7% | -131.5% | -11.5% |
| 1Y | -1.5% | +67.2% | -68.7% | -7.1% |
| 3Y | +72.2% | +405.1% | -332.9% | +39.9% |
| 5Y | +39.3% | +86.2% | -46.9% | +10.6% |
| All | +64.0% | -9.5% | +73.5% | +35.2% |
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