-0.9%
XRT vs OSCR
+96.8%
-97.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -3.2% | +1.6% | -4.8% | -3.4% |
| 30D | -4.5% | +10.7% | -15.2% | -5.7% |
| 3M | -3.1% | +13.4% | -16.4% | -4.9% |
| 6M | +4.2% | +144.6% | -140.3% | -7.3% |
| YTD | -0.1% | +128.0% | -128.1% | -10.8% |
| 1Y | -3.0% | +68.7% | -71.7% | -11.2% |
| 3Y | +41.8% | +398.8% | -357.0% | +3.2% |
| All | -0.9% | +96.8% | -97.7% | -30.5% |
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 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