+180.0%
AAPL vs OSCR
-9.0%
+189.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.7% |
| 7D | +3.8% | +1.6% | +2.2% | +3.7% |
| 30D | +9.9% | +10.7% | -0.7% | +9.0% |
| 3M | +12.5% | +13.4% | -0.9% | +11.1% |
| 6M | +27.6% | +144.6% | -116.9% | +17.9% |
| YTD | +22.6% | +128.0% | -105.5% | +13.5% |
| 1Y | +45.0% | +68.7% | -23.7% | +36.5% |
| 3Y | +87.8% | +398.8% | -311.0% | +51.6% |
| 5Y | +128.7% | +87.3% | +41.4% | +80.5% |
| All | +180.0% | -9.0% | +189.0% | +140.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling