+64.1%
DIA vs OSCR
+96.8%
-32.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | -2.0% | +10.7% | -12.7% | -2.7% |
| 3M | +3.6% | +13.4% | -9.7% | +2.6% |
| 6M | +11.5% | +144.6% | -133.0% | +5.2% |
| YTD | +10.4% | +128.0% | -117.7% | +4.3% |
| 1Y | +15.6% | +68.7% | -53.1% | +10.6% |
| 3Y | +58.9% | +398.8% | -339.9% | +37.1% |
| All | +64.1% | +96.8% | -32.7% | +42.3% |
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 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