+84.1%
DIA vs OSCR
-11.8%
+95.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.0% | -0.5% |
| 7D | -1.2% | +4.7% | -5.9% | -1.5% |
| 30D | -2.7% | +14.8% | -17.5% | -3.5% |
| 3M | +3.3% | +16.7% | -13.4% | +2.2% |
| 6M | +10.4% | +127.5% | -117.1% | +5.0% |
| YTD | +10.0% | +121.0% | -111.0% | +4.6% |
| 1Y | +16.2% | +58.4% | -42.2% | +11.9% |
| 3Y | +58.7% | +392.4% | -333.7% | +39.1% |
| 5Y | +63.6% | +80.5% | -16.9% | +41.9% |
| All | +84.1% | -11.8% | +95.8% | +63.1% |
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