-5.7%
ABNB vs OSCR
-9.0%
+3.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -6.5% | +1.6% | -8.1% | -6.7% |
| 30D | -5.5% | +10.7% | -16.2% | -7.1% |
| 3M | +30.0% | +13.4% | +16.7% | +27.0% |
| 6M | +27.6% | +144.6% | -117.0% | +9.8% |
| YTD | +25.4% | +128.0% | -102.6% | +8.6% |
| 1Y | +38.3% | +68.7% | -30.3% | +23.3% |
| 3Y | +15.5% | +398.8% | -383.3% | -24.0% |
| 5Y | +3.0% | +87.3% | -84.2% | -32.0% |
| All | -5.7% | -9.0% | +3.3% | -29.5% |
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 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