+369.5%
ALAB vs OSCR
+137.6%
+231.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -6.2% | +1.6% | -7.8% | -6.4% |
| 30D | -8.7% | +10.7% | -19.3% | -9.6% |
| 3M | -20.7% | +13.4% | -34.1% | -22.2% |
| 6M | +133.5% | +144.6% | -11.0% | +103.9% |
| YTD | +75.1% | +128.0% | -53.0% | +53.4% |
| 1Y | +25.0% | +68.7% | -43.6% | +12.7% |
| All | +369.5% | +137.6% | +231.8% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling