+220.1%
XLE vs OSCR
-9.0%
+229.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +1.7% | +1.6% | +0.1% | +1.6% |
| 30D | +6.7% | +10.7% | -3.9% | +6.2% |
| 3M | +14.9% | +13.4% | +1.5% | +14.0% |
| 6M | +15.9% | +144.6% | -128.7% | +10.7% |
| YTD | +47.7% | +128.0% | -80.3% | +41.3% |
| 1Y | +50.7% | +68.7% | -17.9% | +45.6% |
| 3Y | +57.9% | +398.8% | -340.9% | +37.7% |
| 5Y | +227.0% | +87.3% | +139.8% | +181.1% |
| All | +220.1% | -9.0% | +229.0% | +170.4% |
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