+384.5%
ALAB vs OSCR
+130.3%
+254.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.8% | +4.4% |
| 7D | +9.6% | +4.7% | +4.9% | +9.1% |
| 30D | -5.3% | +14.8% | -20.0% | -6.6% |
| 3M | -12.0% | +16.7% | -28.7% | -13.9% |
| 6M | +145.7% | +127.5% | +18.2% | +116.4% |
| YTD | +80.7% | +121.0% | -40.4% | +58.7% |
| 1Y | +40.1% | +58.4% | -18.3% | +27.3% |
| All | +384.5% | +130.3% | +254.2% | +307.1% |
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