+226.0%
XLE vs OSCR
+89.4%
+136.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | +0.5% | +1.1% | -0.6% | +0.4% |
| 30D | +6.6% | +16.5% | -9.9% | +5.8% |
| 3M | +12.3% | +17.0% | -4.7% | +11.2% |
| 6M | +18.4% | +145.0% | -126.6% | +13.0% |
| YTD | +47.2% | +126.7% | -79.5% | +40.8% |
| 1Y | +50.3% | +67.2% | -17.0% | +45.2% |
| 3Y | +55.3% | +405.1% | -349.8% | +34.6% |
| 5Y | +226.0% | +86.2% | +139.8% | +173.4% |
| All | +226.0% | +89.4% | +136.5% | +173.4% |
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 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