+71.2%
DAL vs OSCR
-9.0%
+80.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.1% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | -11.1% | +10.7% | -21.8% | -12.3% |
| 3M | -2.1% | +13.4% | -15.5% | -4.0% |
| 6M | +35.8% | +144.6% | -108.7% | +20.0% |
| YTD | +16.0% | +128.0% | -112.0% | +3.1% |
| 1Y | +33.7% | +68.7% | -35.0% | +21.9% |
| 3Y | +102.3% | +398.8% | -296.5% | +49.7% |
| 5Y | +110.3% | +87.3% | +23.1% | +54.9% |
| All | +71.2% | -9.0% | +80.2% | +38.3% |
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