+69.1%
DUK vs OSCR
-9.0%
+78.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -0.7% | +1.6% | -2.3% | -0.7% |
| 30D | -2.4% | +10.7% | -13.1% | -2.6% |
| 3M | -3.0% | +13.4% | -16.3% | -3.2% |
| 6M | -6.6% | +144.6% | -151.1% | -7.7% |
| YTD | +4.6% | +128.0% | -123.5% | +3.3% |
| 1Y | +1.2% | +68.7% | -67.4% | +0.3% |
| 3Y | +45.7% | +398.8% | -353.1% | +40.1% |
| 5Y | +40.3% | +87.3% | -47.0% | +34.0% |
| All | +69.1% | -9.0% | +78.0% | +63.4% |
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