-15.2%
BTDR vs OSCR
+64.1%
-79.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -3.4% | +1.6% | -5.0% | -4.2% |
| 30D | +32.6% | +10.7% | +21.9% | +25.9% |
| 3M | -32.2% | +13.4% | -45.6% | -37.1% |
| 6M | +52.4% | +144.6% | -92.2% | -12.4% |
| YTD | +6.7% | +128.0% | -121.4% | -38.1% |
| 1Y | -15.2% | +68.7% | -83.9% | -37.2% |
| All | -15.2% | +64.1% | -79.4% | -37.2% |
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