+114.5%
AXP vs OSCR
+402.4%
-288.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | +0.6% | +10.7% | -10.1% | -0.3% |
| 30D | -4.3% | +18.3% | -22.7% | -5.8% |
| 3M | +4.7% | +20.5% | -15.8% | +2.8% |
| 6M | +9.0% | +138.5% | -129.5% | +0.6% |
| YTD | -11.1% | +129.7% | -140.8% | -17.9% |
| 1Y | +1.3% | +62.8% | -61.5% | -4.7% |
| 3Y | +114.5% | +411.8% | -297.3% | +72.5% |
| All | +114.5% | +402.4% | -288.0% | +72.5% |
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