+137.3%
C vs OSCR
-9.0%
+146.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.7% |
| 30D | +0.9% | +10.7% | -9.8% | +0.1% |
| 3M | +1.1% | +13.4% | -12.3% | -0.1% |
| 6M | +28.4% | +144.6% | -116.2% | +19.4% |
| YTD | +20.8% | +128.0% | -107.3% | +12.7% |
| 1Y | +43.4% | +68.7% | -25.2% | +35.7% |
| 3Y | +274.9% | +398.8% | -123.9% | +214.1% |
| 5Y | +136.7% | +87.3% | +49.4% | +92.9% |
| All | +137.3% | -9.0% | +146.3% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling