+378.5%
APP vs OSCR
+33.4%
+345.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.0% | -3.1% |
| 7D | +0.1% | +10.7% | -10.6% | -2.0% |
| 30D | -10.0% | +18.3% | -28.3% | -13.3% |
| 3M | -44.6% | +20.5% | -65.2% | -46.7% |
| 6M | -37.9% | +138.5% | -176.4% | -48.3% |
| YTD | -53.7% | +129.7% | -183.4% | -61.2% |
| 1Y | -43.0% | +62.8% | -105.7% | -50.0% |
| 3Y | +640.8% | +411.8% | +229.0% | +354.2% |
| 5Y | +358.8% | +99.9% | +258.9% | +172.4% |
| All | +378.5% | +33.4% | +345.2% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling