+67.6%
AMZN vs OSCR
-9.5%
+77.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.5% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | -7.5% | +16.5% | -24.0% | -9.1% |
| 3M | +5.8% | +17.0% | -11.1% | +3.6% |
| 6M | +17.5% | +145.0% | -127.4% | +4.9% |
| YTD | +9.1% | +126.7% | -117.6% | -2.0% |
| 1Y | +9.4% | +67.2% | -57.9% | +0.5% |
| 3Y | +82.2% | +405.1% | -322.9% | +36.2% |
| 5Y | +45.2% | +86.2% | -41.0% | +3.4% |
| All | +67.6% | -9.5% | +77.1% | +25.1% |
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