+81.3%
DLR vs OSCR
-11.8%
+93.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | 0.0% |
| 7D | +2.9% | +4.7% | -1.8% | +2.6% |
| 30D | -1.2% | +14.8% | -15.9% | -2.1% |
| 3M | +2.9% | +16.7% | -13.8% | +1.6% |
| 6M | +6.7% | +127.5% | -120.8% | -0.1% |
| YTD | +23.9% | +121.0% | -97.1% | +16.0% |
| 1Y | +18.6% | +58.4% | -39.8% | +13.0% |
| 3Y | +59.7% | +392.4% | -332.7% | +34.9% |
| 5Y | +42.1% | +80.5% | -38.4% | +15.1% |
| All | +81.3% | -11.8% | +93.1% | +43.0% |
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 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