+19.3%
ARM vs OSCR
+104.5%
-85.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.6% | -13.9% | -5.3% |
| 7D | -18.7% | +15.5% | -34.1% | -18.7% |
| 30D | -36.7% | +8.5% | -45.2% | -36.7% |
| 3M | -31.6% | +15.8% | -47.5% | -31.8% |
| 6M | -5.6% | +89.5% | -95.1% | -10.6% |
| YTD | +75.5% | +144.9% | -69.4% | +57.9% |
| 1Y | +19.3% | +105.1% | -85.7% | +8.0% |
| All | +19.3% | +104.5% | -85.1% | +8.0% |
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