+89.5%
AXP vs OSCR
+128.1%
-38.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | -2.9% | -8.8% | +5.9% | -2.0% |
| 30D | +3.7% | -5.6% | +9.3% | +4.2% |
| 3M | -4.9% | +14.8% | -19.7% | -6.4% |
| 6M | +4.1% | +46.0% | -41.9% | -0.5% |
| YTD | -11.7% | +123.5% | -135.1% | -19.4% |
| 1Y | -11.7% | +116.2% | -128.0% | -19.5% |
| 3Y | +116.5% | +351.6% | -235.1% | +71.3% |
| 5Y | +89.5% | +157.5% | -68.0% | +53.0% |
| All | +89.5% | +128.1% | -38.6% | +53.0% |
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