+4.3%
DT vs OSCR
+75.7%
-71.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.3% | +5.8% | -9.1% | -3.9% |
| 30D | +2.0% | +7.1% | -5.1% | +1.1% |
| 3M | +20.0% | +36.7% | -16.7% | +15.3% |
| 6M | +39.3% | +114.3% | -75.0% | +26.4% |
| YTD | +19.8% | +124.4% | -104.7% | +7.3% |
| 1Y | +4.3% | +75.5% | -71.2% | -6.1% |
| All | +4.3% | +75.7% | -71.5% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling