+6.3%
XLP vs OSCR
+64.1%
-57.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | -1.4% | +1.6% | -3.0% | -1.4% |
| 30D | -2.0% | +10.7% | -12.7% | -2.1% |
| 3M | -1.5% | +13.4% | -14.9% | -1.8% |
| 6M | -0.2% | +144.6% | -144.7% | -0.5% |
| YTD | +8.7% | +128.0% | -119.4% | +8.3% |
| 1Y | +6.3% | +68.7% | -62.3% | +5.9% |
| All | +6.3% | +64.1% | -57.8% | +5.9% |
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