-42.8%
DIS vs OSCR
-9.0%
-33.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +1.2% | +1.6% | -0.4% | +1.0% |
| 30D | +3.2% | +10.7% | -7.4% | +2.0% |
| 3M | +7.0% | +13.4% | -6.3% | +4.9% |
| 6M | +6.4% | +144.6% | -138.1% | -5.3% |
| YTD | -5.6% | +128.0% | -133.7% | -15.6% |
| 1Y | -7.7% | +68.7% | -76.3% | -15.5% |
| 3Y | +33.2% | +398.8% | -365.6% | -1.4% |
| 5Y | -40.3% | +87.3% | -127.6% | -56.9% |
| All | -42.8% | -9.0% | -33.9% | -57.4% |
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