+1.3%
BBY vs OSCR
+96.8%
-95.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +0.6% | +1.6% | -1.0% | +0.4% |
| 30D | +9.4% | +10.7% | -1.3% | +8.4% |
| 3M | +19.3% | +13.4% | +6.0% | +17.6% |
| 6M | +47.9% | +144.6% | -96.6% | +35.1% |
| YTD | +39.6% | +128.0% | -88.5% | +28.0% |
| 1Y | +22.2% | +68.7% | -46.5% | +14.4% |
| 3Y | +45.0% | +398.8% | -353.8% | +15.6% |
| All | +1.3% | +96.8% | -95.5% | -22.1% |
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