+51.0%
XLP vs OSCR
-9.5%
+60.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | 0.0% |
| 7D | -2.5% | +1.1% | -3.6% | -2.6% |
| 30D | -1.9% | +16.5% | -18.4% | -2.3% |
| 3M | -2.1% | +17.0% | -19.1% | -2.6% |
| 6M | -1.8% | +145.0% | -146.8% | -4.1% |
| YTD | +8.3% | +126.7% | -118.4% | +5.9% |
| 1Y | +6.8% | +67.2% | -60.4% | +5.0% |
| 3Y | +25.7% | +405.1% | -379.4% | +18.3% |
| 5Y | +31.9% | +86.2% | -54.3% | +22.5% |
| All | +51.0% | -9.5% | +60.5% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling