+10.6%
XLK vs OSCR
+93.2%
-82.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.7% | -2.3% | -7.7% |
| 7D | -14.0% | +7.8% | -21.7% | -14.2% |
| 30D | -19.6% | +2.6% | -22.2% | -19.7% |
| 3M | -12.6% | +10.2% | -22.8% | -13.0% |
| 6M | -1.7% | +84.9% | -86.7% | -6.5% |
| YTD | +13.2% | +130.9% | -117.7% | +4.3% |
| 1Y | +10.6% | +94.8% | -84.2% | +2.2% |
| All | +10.6% | +93.2% | -82.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling