+619.5%
APP vs OSCR
+386.4%
+233.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.6% |
| 7D | -4.4% | +4.7% | -9.1% | -5.2% |
| 30D | -10.0% | +14.8% | -24.8% | -12.2% |
| 3M | -41.4% | +16.7% | -58.1% | -42.9% |
| 6M | -41.0% | +127.5% | -168.5% | -48.5% |
| YTD | -54.7% | +121.0% | -175.7% | -60.3% |
| 1Y | -45.3% | +58.4% | -103.8% | -50.8% |
| All | +619.5% | +386.4% | +233.1% | +338.3% |
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