+71.2%
BKR vs OSCR
+401.8%
-330.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -7.0% | +1.6% | -8.6% | -7.0% |
| 30D | -8.1% | +10.7% | -18.8% | -8.4% |
| 3M | -6.6% | +13.4% | -20.0% | -7.1% |
| 6M | +0.9% | +144.6% | -143.7% | -2.3% |
| YTD | +31.1% | +128.0% | -97.0% | +27.2% |
| 1Y | +27.7% | +68.7% | -41.0% | +24.6% |
| 3Y | +71.2% | +398.8% | -327.6% | +59.9% |
| All | +71.2% | +401.8% | -330.6% | +59.9% |
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