+114.5%
AXP vs OSCR
+92.3%
+22.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -1.0% |
| 7D | -2.5% | +4.7% | -7.2% | -2.9% |
| 30D | -5.0% | +14.8% | -19.8% | -6.3% |
| 3M | +1.4% | +16.7% | -15.3% | -0.5% |
| 6M | +6.0% | +127.5% | -121.5% | -2.8% |
| YTD | -12.3% | +121.0% | -133.3% | -19.5% |
| 1Y | +0.3% | +58.4% | -58.1% | -6.0% |
| 3Y | +111.7% | +392.4% | -280.8% | +67.3% |
| 5Y | +114.5% | +80.5% | +34.1% | +68.9% |
| All | +114.5% | +92.3% | +22.3% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling