+32.2%
BAC vs OSCR
+132.2%
-100.0%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.8% |
| 7D | +0.6% | +4.7% | -4.1% | +0.2% |
| 30D | -1.4% | +14.8% | -16.1% | -2.5% |
| 3M | +15.7% | +16.7% | -0.9% | +13.9% |
| 6M | +32.2% | +127.5% | -95.3% | +15.7% |
| All | +32.2% | +132.2% | -100.0% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling