+316.4%
ARM vs OSCR
+411.2%
-94.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +5.0% | +1.6% | +3.4% | +4.6% |
| 30D | -2.6% | +10.7% | -13.3% | -4.9% |
| 3M | -22.6% | +13.4% | -36.0% | -25.8% |
| 6M | +120.5% | +144.6% | -24.1% | +70.7% |
| YTD | +142.2% | +128.0% | +14.2% | +89.0% |
| 1Y | +71.2% | +68.7% | +2.5% | +41.3% |
| All | +316.4% | +411.2% | -94.8% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling