+46.3%
XLU vs OSCR
+401.8%
-355.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -1.6% | +1.6% | -3.2% | -1.6% |
| 30D | -3.3% | +10.7% | -14.0% | -3.6% |
| 3M | -3.2% | +13.4% | -16.5% | -3.6% |
| 6M | -7.0% | +144.6% | -151.5% | -9.9% |
| YTD | +0.6% | +128.0% | -127.4% | -2.5% |
| 1Y | +2.4% | +68.7% | -66.2% | 0.0% |
| 3Y | +46.3% | +398.8% | -352.5% | +25.5% |
| All | +46.3% | +401.8% | -355.6% | +25.5% |
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