-40.6%
DIS vs OSCR
+96.8%
-137.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | +7.0% | +13.4% | -6.3% | +4.8% |
| 6M | +6.4% | +144.6% | -138.1% | -6.2% |
| YTD | -5.6% | +128.0% | -133.7% | -16.4% |
| 1Y | -7.7% | +68.7% | -76.3% | -16.1% |
| 3Y | +33.2% | +398.8% | -365.6% | -4.9% |
| All | -40.6% | +96.8% | -137.4% | -54.7% |
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