+44.6%
DLR vs OSCR
+96.8%
-52.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +0.1% | +1.6% | -1.5% | 0.0% |
| 30D | -4.3% | +10.7% | -15.0% | -5.1% |
| 3M | +3.8% | +13.4% | -9.5% | +2.5% |
| 6M | +5.8% | +144.6% | -138.7% | -2.1% |
| YTD | +23.5% | +128.0% | -104.5% | +14.6% |
| 1Y | +11.1% | +68.7% | -57.6% | +4.7% |
| 3Y | +57.9% | +398.8% | -340.9% | +29.7% |
| All | +44.6% | +96.8% | -52.2% | +17.2% |
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 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