-0.6%
AGG vs OSCR
-9.0%
+8.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.1% | +1.6% | -2.7% | -1.1% |
| 30D | -1.1% | +10.7% | -11.8% | -1.2% |
| 3M | -1.9% | +13.4% | -15.3% | -2.1% |
| 6M | -1.7% | +144.6% | -146.3% | -2.6% |
| YTD | -1.3% | +128.0% | -129.3% | -2.1% |
| 1Y | -0.7% | +68.7% | -69.4% | -1.4% |
| 3Y | +12.5% | +398.8% | -386.3% | +10.0% |
| 5Y | -2.5% | +87.3% | -89.7% | -4.7% |
| All | -0.6% | -9.0% | +8.4% | -2.0% |
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