+56.5%
F vs OSCR
-9.0%
+65.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | -4.4% | +1.6% | -6.1% | -4.6% |
| 30D | +1.0% | +10.7% | -9.7% | -0.1% |
| 3M | -4.0% | +13.4% | -17.4% | -5.7% |
| 6M | +18.1% | +144.6% | -126.5% | +5.3% |
| YTD | +10.2% | +128.0% | -117.9% | -1.3% |
| 1Y | +24.3% | +68.7% | -44.3% | +14.1% |
| 3Y | +38.1% | +398.8% | -360.7% | +0.6% |
| 5Y | +50.2% | +87.3% | -37.0% | +8.4% |
| All | +56.5% | -9.0% | +65.5% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling