-25.0%
BA vs OSCR
-13.8%
-11.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | -7.1% | -9.5% | +2.4% | -6.4% |
| 3M | -25.5% | +0.9% | -26.4% | -25.8% |
| 6M | -28.7% | +31.5% | -60.2% | -31.1% |
| YTD | -21.0% | +116.1% | -137.1% | -27.5% |
| 1Y | -11.9% | +122.6% | -134.4% | -19.6% |
| 3Y | -16.2% | +356.6% | -372.8% | -33.7% |
| 5Y | -22.4% | +154.9% | -177.3% | -38.7% |
| All | -25.0% | -13.8% | -11.2% | -28.4% |
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