-67.4%
BAX vs OSCR
+96.8%
-164.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -7.9% | +1.6% | -9.5% | -8.0% |
| 30D | -11.7% | +10.7% | -22.3% | -12.4% |
| 3M | +16.2% | +13.4% | +2.8% | +14.8% |
| 6M | +32.0% | +144.6% | -112.6% | +22.5% |
| YTD | +24.7% | +128.0% | -103.3% | +16.1% |
| 1Y | -2.6% | +68.7% | -71.3% | -8.0% |
| 3Y | -35.0% | +398.8% | -433.8% | -44.9% |
| All | -67.4% | +96.8% | -164.3% | -72.6% |
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