+69.0%
XLP vs OSCR
-13.8%
+82.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.5% |
| 7D | +2.5% | +1.3% | +1.2% | +2.5% |
| 30D | +7.3% | -9.5% | +16.8% | +7.5% |
| 3M | +8.1% | +0.9% | +7.2% | +8.0% |
| 6M | +10.5% | +31.5% | -21.0% | +9.6% |
| YTD | +21.2% | +116.1% | -94.9% | +18.6% |
| 1Y | +22.7% | +122.6% | -99.9% | +19.9% |
| 3Y | +44.8% | +356.6% | -311.8% | +36.7% |
| 5Y | +44.7% | +154.9% | -110.2% | +34.6% |
| All | +69.0% | -13.8% | +82.7% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling