+19.6%
BTDR vs OSCR
+82.6%
-63.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | +32.6% | +10.7% | +21.9% | +30.5% |
| 3M | -32.2% | +13.4% | -45.6% | -33.7% |
| 6M | +52.4% | +144.6% | -92.2% | +32.4% |
| YTD | +6.7% | +128.0% | -121.4% | -6.7% |
| 1Y | -15.2% | +68.7% | -83.9% | -22.8% |
| 3Y | +14.9% | +398.8% | -383.9% | -8.3% |
| 5Y | +20.8% | +87.3% | -66.5% | -4.4% |
| All | +19.6% | +82.6% | -63.0% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling