-14.3%
BROS vs OSCR
+132.2%
-146.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.1% |
| 7D | -6.6% | +4.7% | -11.3% | -7.8% |
| 30D | -12.3% | +14.8% | -27.1% | -15.4% |
| 3M | -22.2% | +16.7% | -38.9% | -24.0% |
| 6M | -14.3% | +127.5% | -141.8% | -29.6% |
| All | -14.3% | +132.2% | -146.4% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling