+38.1%
BNY vs OSCR
+93.2%
-55.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.7% | +2.3% | -3.1% |
| 7D | -1.3% | +7.8% | -9.0% | -1.6% |
| 30D | +3.1% | +2.6% | +0.5% | +2.9% |
| 3M | -6.7% | +10.2% | -16.9% | -7.3% |
| 6M | +12.4% | +84.9% | -72.6% | +7.2% |
| YTD | +29.3% | +130.9% | -101.6% | +20.5% |
| 1Y | +38.1% | +94.8% | -56.7% | +29.1% |
| All | +38.1% | +93.2% | -55.1% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling