+159.7%
ALL vs OSCR
-9.0%
+168.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.3% | +1.6% | -3.9% | -2.3% |
| 30D | -0.4% | +10.7% | -11.1% | -0.8% |
| 3M | +16.0% | +13.4% | +2.7% | +15.3% |
| 6M | +24.6% | +144.6% | -120.0% | +20.1% |
| YTD | +23.7% | +128.0% | -104.4% | +19.4% |
| 1Y | +27.7% | +68.7% | -40.9% | +24.3% |
| 3Y | +150.2% | +398.8% | -248.5% | +129.6% |
| 5Y | +117.1% | +87.3% | +29.8% | +90.2% |
| All | +159.7% | -9.0% | +168.7% | +127.4% |
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