+7.3%
AON vs OSCR
+96.8%
-89.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | -6.3% | +1.6% | -7.9% | -6.4% |
| 30D | -14.1% | +10.7% | -24.8% | -14.6% |
| 3M | -9.5% | +13.4% | -22.8% | -10.2% |
| 6M | -4.0% | +144.6% | -148.6% | -8.6% |
| YTD | -13.8% | +128.0% | -141.8% | -17.7% |
| 1Y | -18.3% | +68.7% | -86.9% | -21.2% |
| 3Y | -7.2% | +398.8% | -406.0% | -18.7% |
| All | +7.3% | +96.8% | -89.6% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling