+202.3%
XLK vs OSCR
-9.0%
+211.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +0.2% | +1.6% | -1.4% | +0.1% |
| 30D | -0.6% | +10.7% | -11.3% | -1.6% |
| 3M | +2.6% | +13.4% | -10.8% | +1.0% |
| 6M | +34.0% | +144.6% | -110.6% | +22.5% |
| YTD | +30.7% | +128.0% | -97.4% | +19.9% |
| 1Y | +39.2% | +68.7% | -29.5% | +30.0% |
| 3Y | +120.4% | +398.8% | -278.4% | +75.7% |
| 5Y | +148.8% | +87.3% | +61.5% | +95.3% |
| All | +202.3% | -9.0% | +211.3% | +152.8% |
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