+96.4%
BAC vs OSCR
-8.3%
+104.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.6% |
| 7D | +1.2% | +10.7% | -9.5% | +0.6% |
| 30D | -0.7% | +18.3% | -19.0% | -1.7% |
| 3M | +16.9% | +20.5% | -3.6% | +15.5% |
| 6M | +29.6% | +138.5% | -108.9% | +23.0% |
| YTD | +15.3% | +129.7% | -114.5% | +9.4% |
| 1Y | +28.8% | +62.8% | -33.9% | +23.8% |
| 3Y | +136.4% | +411.8% | -275.4% | +105.0% |
| 5Y | +72.9% | +99.9% | -27.0% | +45.5% |
| All | +96.4% | -8.3% | +104.7% | +60.8% |
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