-35.9%
APP vs OSCR
+75.7%
-111.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.9% | +5.8% | -5.0% | -0.5% |
| 30D | -23.3% | +7.1% | -30.4% | -24.4% |
| 3M | -42.6% | +36.7% | -79.3% | -46.3% |
| 6M | -33.6% | +114.3% | -147.9% | -44.9% |
| YTD | -52.4% | +124.4% | -176.9% | -60.8% |
| 1Y | -35.9% | +75.5% | -111.3% | -48.0% |
| All | -35.9% | +75.7% | -111.6% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling