+163.9%
B vs OSCR
-8.3%
+172.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -1.6% |
| 7D | +2.3% | +10.7% | -8.3% | +1.8% |
| 30D | +1.4% | +18.3% | -17.0% | +0.4% |
| 3M | +12.2% | +20.5% | -8.3% | +10.9% |
| 6M | -2.1% | +138.5% | -140.6% | -7.0% |
| YTD | +2.9% | +129.7% | -126.8% | -2.1% |
| 1Y | +55.3% | +62.8% | -7.5% | +49.2% |
| 3Y | +198.7% | +411.8% | -213.1% | +169.0% |
| 5Y | +153.8% | +99.9% | +53.8% | +123.2% |
| All | +163.9% | -8.3% | +172.2% | +138.2% |
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