+44.2%
ABNB vs OSCR
+104.5%
-60.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.6% | -2.9% | +4.4% |
| 7D | +6.2% | +15.5% | -9.2% | +4.2% |
| 30D | +7.5% | +8.5% | -1.0% | +6.2% |
| 3M | +17.6% | +15.8% | +1.8% | +14.8% |
| 6M | +27.0% | +89.5% | -62.5% | +17.4% |
| YTD | +30.0% | +144.9% | -114.9% | +15.7% |
| 1Y | +44.2% | +105.1% | -60.9% | +28.2% |
| All | +44.2% | +104.5% | -60.3% | +28.2% |
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 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