+289.9%
BNY vs OSCR
+401.8%
-112.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | -0.2% | +10.7% | -10.8% | -0.8% |
| 3M | +14.9% | +13.4% | +1.6% | +13.9% |
| 6M | +40.0% | +144.6% | -104.6% | +32.3% |
| YTD | +42.0% | +128.0% | -86.1% | +34.5% |
| 1Y | +56.9% | +68.7% | -11.8% | +50.1% |
| 3Y | +289.9% | +398.8% | -108.9% | +226.2% |
| All | +289.9% | +401.8% | -112.0% | +226.2% |
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