+218.2%
XLE vs OSCR
-8.3%
+226.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +1.0% |
| 7D | 0.0% | +10.7% | -10.7% | -0.4% |
| 30D | +12.6% | +18.3% | -5.7% | +11.8% |
| 3M | +11.8% | +20.5% | -8.7% | +10.7% |
| 6M | +16.1% | +138.5% | -122.4% | +11.0% |
| YTD | +46.9% | +129.7% | -82.8% | +40.4% |
| 1Y | +53.3% | +62.8% | -9.5% | +48.4% |
| 3Y | +54.9% | +411.8% | -356.9% | +34.9% |
| 5Y | +225.7% | +99.9% | +125.8% | +179.3% |
| All | +218.2% | -8.3% | +226.5% | +168.8% |
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