-40.6%
CMCSA vs OSCR
-9.5%
-31.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.2% |
| 7D | -5.6% | +1.1% | -6.6% | -5.6% |
| 30D | -1.9% | +16.5% | -18.4% | -2.6% |
| 3M | +6.4% | +17.0% | -10.5% | +5.4% |
| 6M | -16.9% | +145.0% | -161.9% | -21.0% |
| YTD | -6.8% | +126.7% | -133.5% | -11.1% |
| 1Y | -15.9% | +67.2% | -83.1% | -18.9% |
| 3Y | -33.4% | +405.1% | -438.5% | -43.2% |
| 5Y | -46.7% | +86.2% | -132.9% | -54.8% |
| All | -40.6% | -9.5% | -31.1% | -47.3% |
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 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