+274.0%
C vs OSCR
+398.9%
-124.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.3% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | +2.0% | +16.5% | -14.5% | +0.9% |
| 3M | +4.4% | +17.0% | -12.6% | +3.0% |
| 6M | +28.3% | +145.0% | -116.6% | +19.8% |
| YTD | +20.5% | +126.7% | -106.2% | +12.9% |
| 1Y | +45.5% | +67.2% | -21.7% | +37.9% |
| All | +274.0% | +398.9% | -124.9% | +216.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling