+88.2%
XLF vs OSCR
-9.0%
+97.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +9.2% | +13.4% | -4.2% | +8.1% |
| 6M | +16.3% | +144.6% | -128.2% | +9.6% |
| YTD | +5.4% | +128.0% | -122.6% | -0.4% |
| 1Y | +7.6% | +68.7% | -61.1% | +2.9% |
| 3Y | +74.2% | +398.8% | -324.6% | +49.8% |
| 5Y | +66.1% | +87.3% | -21.1% | +39.3% |
| All | +88.2% | -9.0% | +97.1% | +59.1% |
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