+1,726.2%
BE vs OSCR
+401.8%
+1,324.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.6% |
| 7D | +9.0% | +1.6% | +7.4% | +8.8% |
| 30D | +16.3% | +10.7% | +5.6% | +14.3% |
| 3M | +10.8% | +13.4% | -2.6% | +7.9% |
| 6M | +73.2% | +144.6% | -71.4% | +43.0% |
| YTD | +217.4% | +128.0% | +89.3% | +165.6% |
| 1Y | +309.8% | +68.7% | +241.1% | +256.3% |
| 3Y | +1,726.2% | +398.8% | +1,327.4% | +977.0% |
| All | +1,726.2% | +401.8% | +1,324.3% | +977.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling