+209.7%
COP vs OSCR
-9.5%
+219.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | +9.6% | +16.5% | -6.9% | +8.9% |
| 3M | +15.0% | +17.0% | -1.9% | +14.1% |
| 6M | +21.8% | +145.0% | -123.2% | +16.8% |
| YTD | +49.6% | +126.7% | -77.1% | +43.8% |
| 1Y | +49.9% | +67.2% | -17.4% | +45.4% |
| 3Y | +22.6% | +405.1% | -382.5% | +7.4% |
| 5Y | +193.6% | +86.2% | +107.4% | +159.9% |
| All | +209.7% | -9.5% | +219.2% | +171.1% |
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