+19.7%
BROS vs OSCR
+84.8%
-65.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -5.8% | +1.6% | -7.4% | -6.0% |
| 30D | -14.0% | +10.7% | -24.6% | -15.5% |
| 3M | -32.5% | +13.4% | -45.8% | -34.0% |
| 6M | -14.9% | +144.6% | -159.5% | -27.4% |
| YTD | -28.3% | +128.0% | -156.3% | -38.5% |
| 1Y | -34.0% | +68.7% | -102.6% | -41.6% |
| 3Y | +63.0% | +398.8% | -335.8% | -2.4% |
| All | +19.7% | +84.8% | -65.1% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling