-17.2%
F vs OSCR
+154.5%
-171.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | 0.0% | -9.5% | +9.6% | +1.1% |
| 3M | -13.2% | +0.9% | -14.1% | -13.6% |
| 6M | -10.2% | +31.5% | -41.7% | -14.2% |
| YTD | -4.9% | +116.1% | -121.0% | -15.3% |
| 1Y | -6.1% | +122.6% | -128.7% | -17.1% |
| 3Y | +46.0% | +356.6% | -310.7% | +3.3% |
| All | -17.2% | +154.5% | -171.7% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling