+336.8%
AVGO vs OSCR
+401.8%
-65.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +1.1% | +1.6% | -0.5% | +1.0% |
| 30D | -13.0% | +10.7% | -23.7% | -13.8% |
| 3M | -6.0% | +13.4% | -19.3% | -7.2% |
| 6M | +6.4% | +144.6% | -138.2% | -3.5% |
| YTD | +5.0% | +128.0% | -123.1% | -4.4% |
| 1Y | +1.4% | +68.7% | -67.3% | -5.9% |
| 3Y | +336.8% | +398.8% | -62.0% | +246.5% |
| All | +336.8% | +401.8% | -65.0% | +246.5% |
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