+113.0%
DAL vs OSCR
+153.3%
-40.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.2% |
| 7D | +1.4% | -3.7% | +5.1% | +1.8% |
| 30D | +9.1% | -5.5% | +14.6% | +9.8% |
| 3M | -3.5% | +7.9% | -11.4% | -4.7% |
| 6M | +23.4% | +34.6% | -11.2% | +17.3% |
| YTD | +26.0% | +122.3% | -96.2% | +11.2% |
| 1Y | +44.6% | +111.5% | -66.9% | +27.8% |
| 3Y | +162.7% | +349.2% | -186.5% | +91.2% |
| 5Y | +113.0% | +162.2% | -49.3% | +62.3% |
| All | +113.0% | +153.3% | -40.3% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling