+24.3%
XLP vs OSCR
+104.5%
-80.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.6% | -5.2% | +3.1% |
| 7D | +5.9% | +15.5% | -9.6% | +5.5% |
| 30D | +13.5% | +8.5% | +4.9% | +13.2% |
| 3M | +8.4% | +15.8% | -7.4% | +8.0% |
| 6M | +11.5% | +89.5% | -78.0% | +10.6% |
| YTD | +20.6% | +144.9% | -124.2% | +19.6% |
| 1Y | +24.3% | +105.1% | -80.8% | +23.3% |
| All | +24.3% | +104.5% | -80.2% | +23.3% |
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