+101.7%
XLI vs OSCR
-9.0%
+110.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -1.7% | +1.6% | -3.3% | -1.8% |
| 30D | -7.3% | +10.7% | -17.9% | -7.9% |
| 3M | -1.3% | +13.4% | -14.7% | -2.3% |
| 6M | +2.2% | +144.6% | -142.3% | -3.9% |
| YTD | +11.7% | +128.0% | -116.3% | +5.3% |
| 1Y | +14.3% | +68.7% | -54.4% | +9.0% |
| 3Y | +70.3% | +398.8% | -328.4% | +46.0% |
| 5Y | +82.3% | +87.3% | -4.9% | +54.6% |
| All | +101.7% | -9.0% | +110.6% | +74.2% |
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