+99.6%
DE vs OSCR
+96.8%
+2.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.6% | +1.6% | -4.2% | -2.7% |
| 30D | +9.0% | +10.7% | -1.6% | +8.4% |
| 3M | +19.1% | +13.4% | +5.8% | +18.1% |
| 6M | +14.4% | +144.6% | -130.2% | +8.1% |
| YTD | +45.9% | +128.0% | -82.1% | +38.2% |
| 1Y | +43.6% | +68.7% | -25.1% | +37.5% |
| 3Y | +75.9% | +398.8% | -322.9% | +51.2% |
| All | +99.6% | +96.8% | +2.8% | +68.4% |
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 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