+111.4%
DE vs OSCR
-9.0%
+120.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| YTD | +45.9% | +128.0% | -82.1% | +38.3% |
| 1Y | +43.6% | +68.7% | -25.1% | +37.6% |
| 3Y | +75.9% | +398.8% | -322.9% | +52.0% |
| 5Y | +98.8% | +87.3% | +11.5% | +71.1% |
| All | +111.4% | -9.0% | +120.4% | +91.0% |
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