-7.1%
ABNB vs OSCR
-9.5%
+2.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.6% |
| 7D | -9.5% | +1.1% | -10.6% | -9.7% |
| 30D | -9.4% | +16.5% | -25.9% | -11.6% |
| 3M | +29.9% | +17.0% | +12.9% | +26.2% |
| 6M | +26.6% | +145.0% | -118.4% | +8.9% |
| YTD | +23.5% | +126.7% | -103.2% | +7.1% |
| 1Y | +35.8% | +67.2% | -31.4% | +21.3% |
| 3Y | +15.0% | +405.1% | -390.1% | -24.6% |
| 5Y | +1.5% | +86.2% | -84.7% | -33.0% |
| All | -7.1% | -9.5% | +2.4% | -30.5% |
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 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