+53.7%
XLP vs OSCR
-10.4%
+64.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +5.8% | -6.9% | -1.2% |
| 30D | -0.9% | +7.1% | -8.0% | -1.1% |
| 3M | +3.8% | +36.7% | -32.8% | +2.9% |
| 6M | -1.7% | +114.3% | -116.0% | -3.7% |
| YTD | +10.3% | +124.4% | -114.2% | +7.9% |
| 1Y | +7.8% | +75.5% | -67.7% | +5.8% |
| 3Y | +27.2% | +390.1% | -362.9% | +19.7% |
| 5Y | +32.5% | +77.1% | -44.6% | +23.1% |
| All | +53.7% | -10.4% | +64.2% | +41.9% |
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 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