+38.2%
AON vs OSCR
-9.0%
+47.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| 3M | -9.5% | +13.4% | -22.8% | -10.1% |
| 6M | -4.0% | +144.6% | -148.6% | -8.1% |
| YTD | -13.8% | +128.0% | -141.8% | -17.3% |
| 1Y | -18.3% | +68.7% | -86.9% | -20.9% |
| 3Y | -7.2% | +398.8% | -406.0% | -17.2% |
| 5Y | +7.3% | +87.3% | -79.9% | -6.8% |
| All | +38.2% | -9.0% | +47.1% | +15.4% |
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 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