+74.2%
XLF vs OSCR
+401.8%
-327.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.5% | +1.6% | -3.1% | -1.6% |
| 30D | -1.2% | +10.7% | -11.8% | -1.7% |
| 3M | +9.2% | +13.4% | -4.2% | +8.3% |
| 6M | +16.3% | +144.6% | -128.2% | +10.6% |
| YTD | +5.4% | +128.0% | -122.6% | +0.5% |
| 1Y | +7.6% | +68.7% | -61.1% | +3.5% |
| 3Y | +74.2% | +398.8% | -324.6% | +49.8% |
| All | +74.2% | +401.8% | -327.6% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling