-14.5%
ALB vs OSCR
-9.0%
-5.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -6.6% | +1.6% | -8.2% | -6.8% |
| 30D | -8.1% | +10.7% | -18.8% | -9.5% |
| 3M | -25.7% | +13.4% | -39.0% | -27.5% |
| 6M | -29.5% | +144.6% | -174.0% | -39.3% |
| YTD | -16.2% | +128.0% | -144.3% | -27.4% |
| 1Y | +59.2% | +68.7% | -9.4% | +42.0% |
| 3Y | -33.7% | +398.8% | -432.5% | -55.2% |
| 5Y | -48.1% | +87.3% | -135.4% | -63.2% |
| All | -14.5% | -9.0% | -5.5% | -29.4% |
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