+63.0%
BROS vs OSCR
+401.8%
-338.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -5.8% | +1.6% | -7.4% | -5.9% |
| 30D | -14.0% | +10.7% | -24.6% | -14.6% |
| 3M | -32.5% | +13.4% | -45.8% | -33.1% |
| 6M | -14.9% | +144.6% | -159.5% | -19.5% |
| YTD | -28.3% | +128.0% | -156.3% | -32.1% |
| 1Y | -34.0% | +68.7% | -102.6% | -36.7% |
| 3Y | +63.0% | +398.8% | -335.8% | +15.7% |
| All | +63.0% | +401.8% | -338.9% | +15.7% |
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