+19.3%
BIL vs OSCR
-11.8%
+31.1%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | +0.1% |
| 30D | +0.3% | +14.8% | -14.5% | +0.3% |
| 3M | +0.9% | +16.7% | -15.8% | +0.9% |
| 6M | +1.8% | +127.5% | -125.7% | +1.8% |
| YTD | +2.5% | +121.0% | -118.6% | +2.4% |
| 1Y | +3.7% | +58.4% | -54.7% | +3.7% |
| 3Y | +14.1% | +392.4% | -378.3% | +14.0% |
| 5Y | +19.4% | +80.5% | -61.0% | +19.4% |
| All | +19.3% | -11.8% | +31.1% | +19.3% |
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