-41.6%
AAL vs OSCR
-11.8%
-29.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.8% |
| 7D | -1.3% | +4.7% | -6.0% | -2.0% |
| 30D | -13.7% | +14.8% | -28.5% | -15.7% |
| 3M | -8.2% | +16.7% | -24.8% | -10.8% |
| 6M | +13.1% | +127.5% | -114.4% | -1.8% |
| YTD | -15.6% | +121.0% | -136.6% | -26.6% |
| 1Y | +1.4% | +58.4% | -57.0% | -8.6% |
| 3Y | -7.4% | +392.4% | -399.8% | -36.9% |
| 5Y | -35.9% | +80.5% | -116.4% | -55.2% |
| All | -41.6% | -11.8% | -29.9% | -50.4% |
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