+189.0%
B vs OSCR
+398.9%
-209.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.7% |
| 7D | -5.0% | +1.1% | -6.1% | -5.1% |
| 30D | +8.7% | +16.5% | -7.8% | +7.5% |
| 3M | +17.3% | +17.0% | +0.3% | +15.8% |
| 6M | -5.0% | +145.0% | -150.0% | -11.4% |
| YTD | +1.4% | +126.7% | -125.3% | -5.0% |
| 1Y | +50.5% | +67.2% | -16.7% | +42.0% |
| All | +189.0% | +398.9% | -209.9% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling