+94.8%
AUR vs OSCR
+401.8%
-307.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | -6.4% | +10.7% | -17.1% | -8.0% |
| 3M | +7.7% | +13.4% | -5.6% | +4.8% |
| 6M | +44.5% | +144.6% | -100.1% | +21.0% |
| YTD | +67.4% | +128.0% | -60.6% | +41.3% |
| 1Y | +15.4% | +68.7% | -53.2% | +1.4% |
| 3Y | +94.8% | +398.8% | -303.9% | -10.7% |
| All | +94.8% | +401.8% | -307.0% | -10.7% |
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 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