+18.8%
D vs OSCR
-9.0%
+27.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -2.2% | +1.6% | -3.9% | -2.3% |
| 30D | -4.5% | +10.7% | -15.1% | -4.8% |
| 3M | -2.5% | +13.4% | -15.9% | -3.1% |
| 6M | +5.5% | +144.6% | -139.0% | +1.7% |
| YTD | +13.3% | +128.0% | -114.8% | +9.3% |
| 1Y | +11.8% | +68.7% | -56.8% | +8.8% |
| 3Y | +56.7% | +398.8% | -342.1% | +41.6% |
| 5Y | +4.3% | +87.3% | -83.0% | -6.8% |
| All | +18.8% | -9.0% | +27.8% | +9.5% |
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