+73.2%
AA vs OSCR
-11.8%
+84.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.5% |
| 7D | -0.6% | +4.7% | -5.3% | -1.2% |
| 30D | -1.6% | +14.8% | -16.3% | -3.3% |
| 3M | -29.8% | +16.7% | -46.5% | -31.5% |
| 6M | -16.6% | +127.5% | -144.1% | -25.8% |
| YTD | -4.0% | +121.0% | -125.1% | -14.5% |
| 1Y | +63.5% | +58.4% | +5.1% | +50.1% |
| 3Y | +86.8% | +392.4% | -305.6% | +37.8% |
| 5Y | +12.4% | +80.5% | -68.1% | -19.9% |
| All | +73.2% | -11.8% | +84.9% | +42.2% |
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