+98.6%
DAL vs OSCR
+92.3%
+6.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.2% |
| 7D | +0.8% | +4.7% | -3.9% | +0.2% |
| 30D | -11.7% | +14.8% | -26.5% | -13.3% |
| 3M | -2.7% | +16.7% | -19.4% | -5.1% |
| 6M | +30.7% | +127.5% | -96.8% | +16.0% |
| YTD | +14.4% | +121.0% | -106.7% | +1.6% |
| 1Y | +31.2% | +58.4% | -27.2% | +20.2% |
| 3Y | +99.4% | +392.4% | -293.0% | +45.3% |
| 5Y | +98.6% | +80.5% | +18.1% | +43.1% |
| All | +98.6% | +92.3% | +6.3% | +43.1% |
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