-7.8%
BA vs OSCR
-8.3%
+0.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | +2.5% | +10.7% | -8.2% | +1.5% |
| 30D | -10.1% | +18.3% | -28.4% | -11.6% |
| 3M | -2.4% | +20.5% | -22.9% | -4.4% |
| 6M | -8.8% | +138.5% | -147.3% | -16.6% |
| YTD | -2.9% | +129.7% | -132.7% | -11.2% |
| 1Y | -8.8% | +62.8% | -71.5% | -14.6% |
| 3Y | -0.3% | +411.8% | -412.0% | -22.3% |
| 5Y | -0.3% | +99.9% | -100.2% | -19.9% |
| All | -7.8% | -8.3% | +0.5% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling