-24.4%
ACN vs OSCR
-11.8%
-12.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.6% |
| 7D | -6.3% | +4.7% | -11.0% | -6.6% |
| 30D | -1.4% | +14.8% | -16.2% | -2.3% |
| 3M | +2.6% | +16.7% | -14.1% | +1.4% |
| 6M | -14.3% | +127.5% | -141.8% | -18.9% |
| YTD | -33.1% | +121.0% | -154.1% | -36.7% |
| 1Y | -28.8% | +58.4% | -87.2% | -31.6% |
| 3Y | -43.0% | +392.4% | -435.4% | -52.1% |
| 5Y | -44.0% | +80.5% | -124.5% | -54.5% |
| All | -24.4% | -11.8% | -12.6% | -38.8% |
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