+31.3%
XLP vs OSCR
+92.3%
-61.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.1% |
| 7D | -2.9% | +4.7% | -7.6% | -3.0% |
| 30D | -2.2% | +14.8% | -17.0% | -2.6% |
| 3M | -0.6% | +16.7% | -17.2% | -1.1% |
| 6M | -2.2% | +127.5% | -129.7% | -4.5% |
| YTD | +8.3% | +121.0% | -112.8% | +5.7% |
| 1Y | +5.7% | +58.4% | -52.7% | +3.9% |
| 3Y | +25.7% | +392.4% | -366.7% | +17.0% |
| 5Y | +31.3% | +80.5% | -49.2% | +22.7% |
| All | +31.3% | +92.3% | -61.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling