+84.7%
DIA vs OSCR
-9.0%
+93.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.6% | +1.6% | -3.2% | -1.6% |
| 30D | -2.0% | +10.7% | -12.7% | -2.6% |
| 3M | +3.6% | +13.4% | -9.7% | +2.7% |
| 6M | +11.5% | +144.6% | -133.0% | +5.6% |
| YTD | +10.4% | +128.0% | -117.7% | +4.8% |
| 1Y | +15.6% | +68.7% | -53.1% | +10.9% |
| 3Y | +58.9% | +398.8% | -339.9% | +39.1% |
| 5Y | +65.3% | +87.3% | -21.9% | +43.2% |
| All | +84.7% | -9.0% | +93.6% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling