-34.5%
ADSK vs OSCR
+64.1%
-98.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.5% | +1.6% | -4.1% | -2.6% |
| 30D | -14.9% | +10.7% | -25.5% | -15.6% |
| 3M | +3.3% | +13.4% | -10.0% | +1.8% |
| 6M | -15.7% | +144.6% | -160.2% | -22.3% |
| YTD | -28.2% | +128.0% | -156.3% | -33.7% |
| 1Y | -34.5% | +68.7% | -103.2% | -38.9% |
| All | -34.5% | +64.1% | -98.7% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling