-21.1%
ADSK vs OSCR
-9.0%
-12.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | -14.9% | +10.7% | -25.5% | -15.9% |
| 3M | +3.3% | +13.4% | -10.0% | +1.5% |
| 6M | -15.7% | +144.6% | -160.2% | -24.4% |
| YTD | -28.2% | +128.0% | -156.3% | -35.4% |
| 1Y | -34.5% | +68.7% | -103.2% | -39.7% |
| 3Y | -2.9% | +398.8% | -401.7% | -27.7% |
| 5Y | -25.3% | +87.3% | -112.6% | -47.6% |
| All | -21.1% | -9.0% | -12.2% | -39.7% |
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