+228.0%
DINO vs OSCR
-9.0%
+236.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +2.3% | +1.6% | +0.7% | +2.2% |
| 30D | +22.6% | +10.7% | +12.0% | +21.8% |
| 3M | +55.2% | +13.4% | +41.9% | +53.6% |
| 6M | +93.8% | +144.6% | -50.8% | +81.4% |
| YTD | +139.5% | +128.0% | +11.5% | +124.9% |
| 1Y | +115.3% | +68.7% | +46.7% | +104.8% |
| 3Y | +98.8% | +398.8% | -300.0% | +64.1% |
| 5Y | +333.5% | +87.3% | +246.2% | +254.6% |
| All | +228.0% | -9.0% | +236.9% | +182.0% |
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 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