-7.9%
BA vs OSCR
-9.0%
+1.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.7% |
| 7D | -0.8% | +1.6% | -2.5% | -1.0% |
| 30D | -9.0% | +10.7% | -19.6% | -9.9% |
| 3M | -5.0% | +13.4% | -18.4% | -6.5% |
| 6M | -1.7% | +144.6% | -146.3% | -10.3% |
| YTD | -3.1% | +128.0% | -131.1% | -11.3% |
| 1Y | -4.3% | +68.7% | -73.0% | -10.7% |
| 3Y | -0.3% | +398.8% | -399.0% | -22.0% |
| 5Y | +0.1% | +87.3% | -87.2% | -19.0% |
| All | -7.9% | -9.0% | +1.0% | -12.3% |
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 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