-2.2%
BA vs OSCR
+386.4%
-388.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.7% | -1.8% |
| 7D | -1.2% | +4.7% | -5.9% | -1.5% |
| 30D | -11.3% | +14.8% | -26.1% | -12.2% |
| 3M | -3.8% | +16.7% | -20.5% | -4.9% |
| 6M | -8.3% | +127.5% | -135.8% | -13.2% |
| YTD | -4.9% | +121.0% | -125.9% | -10.0% |
| 1Y | -10.1% | +58.4% | -68.5% | -13.9% |
| All | -2.2% | +386.4% | -388.5% | -13.5% |
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 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