+136.0%
BAC vs OSCR
+398.9%
-262.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -0.3% | +1.1% | -1.3% | -0.3% |
| 30D | -1.8% | +16.5% | -18.2% | -2.5% |
| 3M | +15.3% | +17.0% | -1.7% | +14.3% |
| 6M | +30.2% | +145.0% | -114.8% | +24.5% |
| YTD | +15.6% | +126.7% | -111.2% | +10.8% |
| 1Y | +27.5% | +67.2% | -39.8% | +23.0% |
| All | +136.0% | +398.9% | -262.9% | +89.3% |
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