+14.3%
AKAM vs OSCR
-9.0%
+23.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.5% | +1.6% | -0.1% | +1.4% |
| 30D | -13.0% | +10.7% | -23.7% | -13.7% |
| 3M | -19.4% | +13.4% | -32.7% | -20.3% |
| 6M | +0.3% | +144.6% | -144.3% | -6.4% |
| YTD | +22.4% | +128.0% | -105.6% | +14.5% |
| 1Y | +34.8% | +68.7% | -33.8% | +28.0% |
| 3Y | +1.9% | +398.8% | -396.8% | -12.7% |
| 5Y | -4.6% | +87.3% | -91.8% | -18.7% |
| All | +14.3% | -9.0% | +23.3% | -2.6% |
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