+16.9%
APA vs OSCR
+401.8%
-384.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.4% |
| 7D | +4.6% | +1.6% | +3.0% | +4.5% |
| 30D | +11.9% | +10.7% | +1.2% | +11.6% |
| 3M | +22.5% | +13.4% | +9.1% | +21.9% |
| 6M | +37.5% | +144.6% | -107.0% | +33.4% |
| YTD | +87.2% | +128.0% | -40.9% | +81.6% |
| 1Y | +101.4% | +68.7% | +32.8% | +97.7% |
| 3Y | +16.9% | +398.8% | -381.9% | +3.5% |
| All | +16.9% | +401.8% | -384.9% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling