+293.4%
ARM vs OSCR
+354.8%
-61.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -4.1% | +16.1% | +12.9% |
| 7D | +6.0% | -8.8% | +14.8% | +7.9% |
| 30D | -20.3% | -5.6% | -14.7% | -19.7% |
| 3M | -24.4% | +14.8% | -39.2% | -27.3% |
| 6M | -4.4% | +46.0% | -50.3% | -15.3% |
| YTD | +86.0% | +123.5% | -37.4% | +45.5% |
| 1Y | +35.8% | +116.2% | -80.4% | +5.9% |
| All | +293.4% | +354.8% | -61.4% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling