-10.0%
BA vs OSCR
+58.2%
-68.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | -12.2% | +16.5% | -28.7% | -14.0% |
| 3M | -2.0% | +17.0% | -19.0% | -4.4% |
| 6M | -6.0% | +145.0% | -150.9% | -17.3% |
| YTD | -5.7% | +126.7% | -132.4% | -16.5% |
| 1Y | -10.0% | +67.2% | -77.2% | -17.5% |
| All | -10.0% | +58.2% | -68.1% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling