-43.3%
APP vs OSCR
+64.1%
-107.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +1.1% | +1.6% | -0.6% | +0.7% |
| 30D | +6.6% | +10.7% | -4.0% | +3.9% |
| 3M | -32.3% | +13.4% | -45.7% | -34.3% |
| 6M | -29.8% | +144.6% | -174.3% | -43.1% |
| YTD | -51.9% | +128.0% | -180.0% | -60.4% |
| 1Y | -43.3% | +68.7% | -112.0% | -54.0% |
| All | -43.3% | +64.1% | -107.4% | -54.0% |
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