-22.4%
BA vs OSCR
+153.3%
-175.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.7% |
| 3M | -25.8% | +7.9% | -33.7% | -26.6% |
| 6M | -27.6% | +34.6% | -62.2% | -30.2% |
| YTD | -21.0% | +122.3% | -143.3% | -27.8% |
| 1Y | -12.3% | +111.5% | -123.8% | -19.7% |
| 3Y | -12.8% | +349.2% | -362.0% | -31.6% |
| 5Y | -22.4% | +162.2% | -184.6% | -36.1% |
| All | -22.4% | +153.3% | -175.7% | -36.1% |
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