-36.2%
DIS vs OSCR
-13.8%
-22.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | +9.2% | -9.5% | +18.7% | +10.3% |
| 3M | +13.5% | +0.9% | +12.6% | +13.1% |
| 6M | +14.3% | +31.5% | -17.2% | +9.5% |
| YTD | +5.4% | +116.1% | -110.7% | -5.4% |
| 1Y | +12.2% | +122.6% | -110.4% | -0.3% |
| 3Y | +37.2% | +356.6% | -319.4% | +3.0% |
| 5Y | -23.1% | +154.9% | -178.1% | -45.2% |
| All | -36.2% | -13.8% | -22.4% | -52.2% |
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