+76.4%
BLK vs OSCR
-9.0%
+85.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -3.3% | +1.6% | -4.9% | -3.4% |
| 30D | -6.5% | +10.7% | -17.2% | -7.4% |
| 3M | +6.7% | +13.4% | -6.6% | +5.3% |
| 6M | +14.7% | +144.6% | -129.8% | +5.4% |
| YTD | +2.5% | +128.0% | -125.5% | -5.4% |
| 1Y | -2.8% | +68.7% | -71.4% | -8.8% |
| 3Y | +65.9% | +398.8% | -332.9% | +33.4% |
| 5Y | +33.0% | +87.3% | -54.3% | +4.5% |
| All | +76.4% | -9.0% | +85.3% | +44.8% |
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