+182.8%
CSCO vs OSCR
-11.8%
+194.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.4% |
| 7D | 0.0% | +4.7% | -4.7% | -0.2% |
| 30D | -10.7% | +14.8% | -25.5% | -11.3% |
| 3M | -8.7% | +16.7% | -25.4% | -9.6% |
| 6M | +44.9% | +127.5% | -82.6% | +38.7% |
| YTD | +44.1% | +121.0% | -76.9% | +37.9% |
| 1Y | +65.9% | +58.4% | +7.5% | +60.5% |
| 3Y | +109.0% | +392.4% | -283.4% | +84.3% |
| 5Y | +114.8% | +80.5% | +34.3% | +89.1% |
| All | +182.8% | -11.8% | +194.6% | +153.0% |
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