-1.8%
BA vs OSCR
+84.7%
-86.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.7% | -1.7% |
| 7D | -1.2% | +4.7% | -5.9% | -1.6% |
| 30D | -11.3% | +14.8% | -26.1% | -12.5% |
| 3M | -3.8% | +16.7% | -20.5% | -5.5% |
| 6M | -8.3% | +127.5% | -135.8% | -15.6% |
| YTD | -4.9% | +121.0% | -125.9% | -12.6% |
| 1Y | -10.1% | +58.4% | -68.5% | -15.5% |
| 3Y | -2.3% | +392.4% | -394.7% | -23.4% |
| All | -1.8% | +84.7% | -86.5% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling