-8.7%
ALB vs OSCR
-11.8%
+3.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -2.3% |
| 7D | -8.6% | +4.7% | -13.3% | -9.2% |
| 30D | -4.0% | +14.8% | -18.8% | -5.9% |
| 3M | -17.4% | +16.7% | -34.1% | -19.7% |
| 6M | -25.4% | +127.5% | -152.9% | -35.1% |
| YTD | -10.5% | +121.0% | -131.5% | -22.1% |
| 1Y | +75.8% | +58.4% | +17.4% | +58.2% |
| 3Y | -28.5% | +392.4% | -420.9% | -51.6% |
| 5Y | -45.1% | +80.5% | -125.6% | -60.8% |
| All | -8.7% | -11.8% | +3.1% | -24.2% |
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