-16.1%
BA vs OSCR
+352.4%
-368.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.6% | -3.7% | +3.2% | -0.3% |
| 30D | -8.0% | -5.5% | -2.5% | -7.8% |
| 3M | -25.8% | +7.9% | -33.7% | -26.3% |
| 6M | -27.6% | +34.6% | -62.2% | -29.3% |
| YTD | -21.0% | +122.3% | -143.3% | -25.4% |
| 1Y | -12.3% | +111.5% | -123.8% | -17.1% |
| All | -16.1% | +352.4% | -368.5% | -22.3% |
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 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