+195.9%
COST vs OSCR
-9.0%
+204.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | -4.7% | +10.7% | -15.4% | -5.1% |
| 3M | -7.1% | +13.4% | -20.5% | -7.7% |
| 6M | -8.5% | +144.6% | -153.1% | -12.1% |
| YTD | +5.4% | +128.0% | -122.7% | +1.4% |
| 1Y | -5.6% | +68.7% | -74.3% | -8.4% |
| 3Y | +68.5% | +398.8% | -330.3% | +50.6% |
| 5Y | +105.2% | +87.3% | +18.0% | +80.7% |
| All | +195.9% | -9.0% | +204.9% | +165.9% |
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 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