+113.6%
C vs OSCR
+154.5%
-40.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.2% |
| 7D | +4.2% | +1.3% | +2.9% | +4.0% |
| 30D | +2.0% | -9.5% | +11.5% | +2.7% |
| 3M | -10.1% | +0.9% | -11.0% | -10.4% |
| 6M | +1.0% | +31.5% | -30.5% | -1.9% |
| YTD | +8.5% | +116.1% | -107.6% | +0.9% |
| 1Y | +25.7% | +122.6% | -96.8% | +16.4% |
| 3Y | +216.0% | +356.6% | -140.6% | +161.5% |
| All | +113.6% | +154.5% | -40.9% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling