-37.4%
DOW vs OSCR
-9.0%
-28.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | -12.7% | +13.4% | -26.0% | -13.5% |
| 6M | -13.7% | +144.6% | -158.2% | -18.3% |
| YTD | +28.4% | +128.0% | -99.7% | +21.8% |
| 1Y | +21.8% | +68.7% | -46.9% | +16.9% |
| 3Y | -35.7% | +398.8% | -434.5% | -44.3% |
| 5Y | -36.8% | +87.3% | -124.1% | -47.8% |
| All | -37.4% | -9.0% | -28.4% | -47.6% |
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