+887.9%
APP vs OSCR
+339.8%
+548.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +4.3% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | +56.0% | -9.5% | +65.6% | +57.6% |
| 3M | +30.8% | +0.9% | +30.0% | +29.6% |
| 6M | -9.8% | +31.5% | -41.3% | -14.3% |
| YTD | -39.3% | +116.1% | -155.4% | -46.6% |
| 1Y | -26.4% | +122.6% | -149.0% | -35.8% |
| 3Y | +887.9% | +356.6% | +531.3% | +586.3% |
| All | +887.9% | +339.8% | +548.1% | +586.3% |
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