+159.5%
ALL vs OSCR
-8.3%
+167.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -2.4% |
| 7D | -1.7% | +10.7% | -12.4% | -2.1% |
| 30D | -4.7% | +18.3% | -23.0% | -5.3% |
| 3M | +18.4% | +20.5% | -2.2% | +17.4% |
| 6M | +20.5% | +138.5% | -118.0% | +16.3% |
| YTD | +23.5% | +129.7% | -106.2% | +19.3% |
| 1Y | +29.0% | +62.8% | -33.8% | +25.7% |
| 3Y | +153.7% | +411.8% | -258.1% | +132.6% |
| 5Y | +114.8% | +99.9% | +14.9% | +88.6% |
| All | +159.5% | -8.3% | +167.8% | +127.1% |
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