+67.8%
B vs OSCR
+75.7%
-8.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +5.8% | -7.4% | -2.2% |
| 30D | +9.4% | +7.1% | +2.3% | +8.3% |
| 3M | +5.0% | +36.7% | -31.7% | +0.6% |
| 6M | -3.5% | +114.3% | -117.8% | -14.0% |
| YTD | +4.5% | +124.4% | -120.0% | -7.7% |
| 1Y | +67.8% | +75.5% | -7.7% | +47.3% |
| All | +67.8% | +75.7% | -8.0% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling