+133.8%
C vs OSCR
-8.3%
+142.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | +3.2% | +10.7% | -7.5% | +2.4% |
| 30D | +1.3% | +18.3% | -17.0% | 0.0% |
| 3M | +3.1% | +20.5% | -17.4% | +1.5% |
| 6M | +29.6% | +138.5% | -108.9% | +20.7% |
| YTD | +19.0% | +129.7% | -110.8% | +10.9% |
| 1Y | +45.6% | +62.8% | -17.1% | +38.1% |
| 3Y | +269.3% | +411.8% | -142.5% | +208.8% |
| 5Y | +131.6% | +99.9% | +31.6% | +88.2% |
| All | +133.8% | -8.3% | +142.1% | +100.2% |
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 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