+85.3%
DAL vs OSCR
-13.8%
+99.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | 0.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.2% |
| 30D | +12.8% | -9.5% | +22.4% | +14.1% |
| 3M | -5.3% | +0.9% | -6.2% | -5.6% |
| 6M | +22.4% | +31.5% | -9.1% | +17.1% |
| YTD | +25.6% | +116.1% | -90.5% | +12.1% |
| 1Y | +45.5% | +122.6% | -77.1% | +28.8% |
| 3Y | +161.0% | +356.6% | -195.7% | +95.6% |
| 5Y | +112.2% | +154.9% | -42.7% | +54.6% |
| All | +85.3% | -13.8% | +99.1% | +50.4% |
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