-35.7%
DOW vs OSCR
+401.8%
-437.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.1% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | -3.9% | +10.7% | -14.6% | -4.3% |
| 3M | -12.7% | +13.4% | -26.0% | -13.2% |
| 6M | -13.7% | +144.6% | -158.2% | -17.3% |
| YTD | +28.4% | +128.0% | -99.7% | +23.3% |
| 1Y | +21.8% | +68.7% | -46.9% | +18.2% |
| 3Y | -35.7% | +398.8% | -434.5% | -43.3% |
| All | -35.7% | +401.8% | -437.5% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling