+35.8%
ARM vs OSCR
+109.8%
-74.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -4.6% |
| 7D | +9.1% | +1.3% | +7.8% | +9.0% |
| 30D | -19.9% | -9.5% | -10.4% | -19.9% |
| 3M | -31.6% | +0.9% | -32.5% | -31.7% |
| 6M | -13.9% | +31.5% | -45.3% | -15.0% |
| YTD | +74.3% | +116.1% | -41.8% | +53.6% |
| 1Y | +35.8% | +122.6% | -86.8% | +19.7% |
| All | +35.8% | +109.8% | -74.0% | +19.7% |
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