+15.2%
BBY vs OSCR
-9.0%
+24.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% |
| 6M | +47.9% | +144.6% | -96.6% | +36.3% |
| YTD | +39.6% | +128.0% | -88.5% | +29.0% |
| 1Y | +22.2% | +68.7% | -46.5% | +15.1% |
| 3Y | +45.0% | +398.8% | -353.8% | +19.0% |
| 5Y | +2.6% | +87.3% | -84.7% | -19.7% |
| All | +15.2% | -9.0% | +24.2% | -4.8% |
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