+40.6%
BP vs OSCR
+64.1%
-23.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | +0.1% |
| 7D | +5.2% | +1.6% | +3.6% | +5.3% |
| 30D | +8.7% | +10.7% | -2.0% | +8.9% |
| 3M | +9.3% | +13.4% | -4.0% | +9.6% |
| 6M | +13.6% | +144.6% | -131.0% | +14.6% |
| YTD | +37.7% | +128.0% | -90.4% | +38.6% |
| 1Y | +40.6% | +68.7% | -28.0% | +40.2% |
| All | +40.6% | +64.1% | -23.5% | +40.2% |
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 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