+162.8%
APA vs OSCR
-11.8%
+174.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.7% | +3.2% |
| 7D | +0.3% | +4.7% | -4.4% | -0.1% |
| 30D | +9.3% | +14.8% | -5.5% | +8.1% |
| 3M | +23.3% | +16.7% | +6.7% | +21.3% |
| 6M | +39.5% | +127.5% | -88.0% | +29.2% |
| YTD | +87.6% | +121.0% | -33.4% | +73.5% |
| 1Y | +114.2% | +58.4% | +55.8% | +102.6% |
| 3Y | +13.6% | +392.4% | -378.8% | -10.3% |
| 5Y | +175.6% | +80.5% | +95.1% | +116.1% |
| All | +162.8% | -11.8% | +174.6% | +91.8% |
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