-1.6%
XLY vs OSCR
+93.2%
-94.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.7% | +1.9% | -3.4% |
| 7D | +1.2% | +7.8% | -6.5% | +0.7% |
| 30D | +5.3% | +2.6% | +2.7% | +5.1% |
| 3M | -0.6% | +10.2% | -10.8% | -1.5% |
| 6M | +0.1% | +84.9% | -84.9% | -5.1% |
| YTD | -0.9% | +130.9% | -131.8% | -8.3% |
| 1Y | -1.6% | +94.8% | -96.4% | -8.8% |
| All | -1.6% | +93.2% | -94.8% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling