+189.8%
CSCO vs OSCR
-9.0%
+198.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.3% |
| 7D | +2.7% | +1.6% | +1.1% | +2.6% |
| 30D | -9.5% | +10.7% | -20.2% | -10.0% |
| 3M | -7.6% | +13.4% | -21.0% | -8.3% |
| 6M | +44.9% | +144.6% | -99.7% | +38.2% |
| YTD | +47.7% | +128.0% | -80.4% | +41.1% |
| 1Y | +69.1% | +68.7% | +0.4% | +63.1% |
| 3Y | +113.5% | +398.8% | -285.3% | +88.2% |
| 5Y | +122.8% | +87.3% | +35.5% | +95.8% |
| All | +189.8% | -9.0% | +198.8% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling