-20.3%
BROS vs OSCR
+104.5%
-124.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.6% | -7.6% | +0.1% |
| 7D | +2.5% | +15.5% | -13.0% | +1.0% |
| 30D | +15.1% | +8.5% | +6.5% | +14.0% |
| 3M | -31.4% | +15.8% | -47.2% | -32.4% |
| 6M | -22.6% | +89.5% | -112.1% | -24.3% |
| YTD | -28.1% | +144.9% | -173.0% | -30.8% |
| 1Y | -20.3% | +105.1% | -125.3% | -23.9% |
| All | -20.3% | +104.5% | -124.7% | -23.9% |
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