+161.4%
B vs OSCR
-9.0%
+170.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -2.4% | +1.6% | -4.0% | -2.5% |
| 30D | +6.3% | +10.7% | -4.3% | +5.7% |
| 3M | +12.1% | +13.4% | -1.2% | +11.2% |
| 6M | -3.1% | +144.6% | -147.6% | -8.0% |
| YTD | +2.0% | +128.0% | -126.1% | -3.0% |
| 1Y | +51.7% | +68.7% | -17.0% | +45.4% |
| 3Y | +190.5% | +398.8% | -208.3% | +161.9% |
| 5Y | +158.0% | +87.3% | +70.7% | +127.1% |
| All | +161.4% | -9.0% | +170.4% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling