+134.8%
BP vs OSCR
-11.8%
+146.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +1.9% |
| 7D | +4.0% | +4.7% | -0.7% | +3.8% |
| 30D | +7.8% | +14.8% | -6.9% | +7.4% |
| 3M | +8.4% | +16.7% | -8.3% | +7.7% |
| 6M | +15.1% | +127.5% | -112.5% | +11.7% |
| YTD | +36.4% | +121.0% | -84.6% | +32.4% |
| 1Y | +40.9% | +58.4% | -17.5% | +37.8% |
| 3Y | +38.8% | +392.4% | -353.6% | +25.7% |
| 5Y | +141.1% | +80.5% | +60.6% | +116.3% |
| All | +134.8% | -11.8% | +146.6% | +103.5% |
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