-44.5%
ADBE vs OSCR
-9.5%
-35.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -4.9% | -2.6% |
| 7D | -12.9% | +1.1% | -14.0% | -13.0% |
| 30D | -5.6% | +16.5% | -22.1% | -7.2% |
| 3M | +6.6% | +17.0% | -10.4% | +4.5% |
| 6M | -9.6% | +145.0% | -154.5% | -18.2% |
| YTD | -28.9% | +126.7% | -155.6% | -35.4% |
| 1Y | -28.9% | +67.2% | -96.2% | -34.0% |
| 3Y | -55.6% | +405.1% | -460.7% | -66.0% |
| 5Y | -62.2% | +86.2% | -148.4% | -70.9% |
| All | -44.5% | -9.5% | -35.0% | -55.3% |
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