+39.8%
BKNG vs OSCR
+398.9%
-359.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | -10.7% | +1.1% | -11.7% | -10.7% |
| 30D | -18.1% | +16.5% | -34.6% | -19.2% |
| 3M | +8.5% | +17.0% | -8.5% | +6.8% |
| 6M | -0.1% | +145.0% | -145.0% | -8.0% |
| YTD | -18.2% | +126.7% | -145.0% | -24.4% |
| 1Y | -19.9% | +67.2% | -87.1% | -24.8% |
| All | +39.8% | +398.9% | -359.1% | +10.7% |
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