+1,044.8%
ANET vs OSCR
-9.0%
+1,053.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | +3.0% | +1.6% | +1.4% | +2.8% |
| 30D | -5.2% | +10.7% | -15.9% | -6.2% |
| 3M | +27.6% | +13.4% | +14.3% | +25.5% |
| 6M | +44.4% | +144.6% | -100.2% | +29.7% |
| YTD | +52.3% | +128.0% | -75.7% | +37.6% |
| 1Y | +30.4% | +68.7% | -38.2% | +20.2% |
| 3Y | +313.3% | +398.8% | -85.5% | +218.8% |
| 5Y | +810.0% | +87.3% | +722.8% | +597.2% |
| All | +1,044.8% | -9.0% | +1,053.8% | +808.2% |
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 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