-55.4%
APP vs OSCR
+104.5%
-159.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.6% | +2.1% | +8.2% |
| 7D | +4.5% | +15.5% | -10.9% | +0.6% |
| 30D | -3.6% | +8.5% | -12.2% | -5.9% |
| 3M | -35.3% | +15.8% | -51.1% | -37.9% |
| 6M | -42.8% | +89.5% | -132.3% | -52.0% |
| YTD | -59.7% | +144.9% | -204.6% | -68.8% |
| 1Y | -55.4% | +105.1% | -160.4% | -65.1% |
| All | -55.4% | +104.5% | -159.8% | -65.1% |
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