+73.1%
BAC vs OSCR
+96.8%
-23.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | -2.8% | +10.7% | -13.4% | -3.4% |
| 3M | +14.2% | +13.4% | +0.9% | +13.1% |
| 6M | +30.5% | +144.6% | -114.0% | +23.0% |
| YTD | +15.8% | +128.0% | -112.2% | +9.4% |
| 1Y | +26.2% | +68.7% | -42.5% | +20.5% |
| 3Y | +136.5% | +398.8% | -262.3% | +101.0% |
| All | +73.1% | +96.8% | -23.7% | +44.6% |
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