+306.4%
APP vs OSCR
+89.4%
+217.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.6% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | -1.3% | +16.5% | -17.8% | -4.4% |
| 3M | -36.2% | +17.0% | -53.2% | -38.2% |
| 6M | -34.1% | +145.0% | -179.1% | -45.1% |
| YTD | -53.3% | +126.7% | -180.0% | -60.5% |
| 1Y | -44.5% | +67.2% | -111.8% | -51.4% |
| 3Y | +646.7% | +405.1% | +241.5% | +369.3% |
| 5Y | +306.4% | +86.2% | +220.3% | +89.0% |
| All | +306.4% | +89.4% | +217.0% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling