+407.2%
AXTI vs OSCR
-9.0%
+416.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +5.1% | +1.6% | +3.5% | +4.9% |
| 30D | -17.5% | +10.7% | -28.1% | -18.6% |
| 3M | -26.7% | +13.4% | -40.0% | -28.3% |
| 6M | +36.8% | +144.6% | -107.8% | +20.2% |
| YTD | +296.1% | +128.0% | +168.1% | +250.0% |
| 1Y | +1,810.6% | +68.7% | +1,742.0% | +1,645.2% |
| 3Y | +2,587.6% | +398.8% | +2,188.8% | +1,877.9% |
| 5Y | +601.7% | +87.3% | +514.5% | +469.0% |
| All | +407.2% | -9.0% | +416.2% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling