+32.9%
F vs OSCR
+386.4%
-353.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.8% | -0.1% | -3.7% |
| 7D | -4.9% | +4.7% | -9.6% | -5.2% |
| 30D | -2.9% | +14.8% | -17.7% | -3.7% |
| 3M | -9.1% | +16.7% | -25.7% | -10.1% |
| 6M | +12.9% | +127.5% | -114.6% | +6.1% |
| YTD | +6.1% | +121.0% | -114.9% | -0.4% |
| 1Y | +22.5% | +58.4% | -35.9% | +16.8% |
| All | +32.9% | +386.4% | -353.5% | +5.1% |
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 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