+936.3%
BE vs OSCR
-9.0%
+945.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.5% |
| 7D | +9.0% | +1.6% | +7.4% | +8.6% |
| 30D | +16.3% | +10.7% | +5.6% | +13.2% |
| 3M | +10.8% | +13.4% | -2.6% | +6.0% |
| 6M | +73.2% | +144.6% | -71.4% | +32.1% |
| YTD | +217.4% | +128.0% | +89.3% | +146.7% |
| 1Y | +309.8% | +68.7% | +241.1% | +238.3% |
| 3Y | +1,726.2% | +398.8% | +1,327.4% | +836.9% |
| 5Y | +1,306.2% | +87.3% | +1,218.9% | +703.6% |
| All | +936.3% | -9.0% | +945.2% | +749.2% |
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