+5.3%
DT vs OSCR
+401.8%
-396.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | +3.0% | +10.7% | -7.6% | +2.2% |
| 3M | +26.5% | +13.4% | +13.2% | +25.0% |
| 6M | +35.9% | +144.6% | -108.6% | +26.3% |
| YTD | +17.8% | +128.0% | -110.2% | +9.8% |
| 1Y | +4.1% | +68.7% | -64.6% | -1.7% |
| 3Y | +5.3% | +398.8% | -393.5% | -18.7% |
| All | +5.3% | +401.8% | -396.5% | -18.7% |
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