+43.4%
XLP vs OSCR
+354.8%
-311.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.6% |
| 7D | -0.5% | -8.8% | +8.2% | -0.3% |
| 30D | +8.3% | -5.6% | +13.9% | +8.4% |
| 3M | +8.7% | +14.8% | -6.1% | +8.3% |
| 6M | +11.2% | +46.0% | -34.8% | +10.2% |
| YTD | +20.0% | +123.5% | -103.5% | +17.9% |
| 1Y | +21.3% | +116.2% | -94.9% | +19.3% |
| All | +43.4% | +354.8% | -311.4% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling