-3.7%
ABT vs OSCR
-9.5%
+5.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.9% |
| 7D | -5.0% | +1.1% | -6.0% | -5.0% |
| 30D | -5.8% | +16.5% | -22.3% | -6.5% |
| 3M | +16.7% | +17.0% | -0.2% | +15.6% |
| 6M | -5.2% | +145.0% | -150.2% | -9.5% |
| YTD | -16.0% | +126.7% | -142.7% | -19.6% |
| 1Y | -18.3% | +67.2% | -85.5% | -21.0% |
| 3Y | +9.2% | +405.1% | -395.9% | -2.8% |
| 5Y | -11.6% | +86.2% | -97.7% | -21.7% |
| All | -3.7% | -9.5% | +5.8% | -13.9% |
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