+239.8%
GOOGL vs OSCR
-9.0%
+248.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | -1.4% | +10.7% | -12.1% | -2.1% |
| 3M | -5.3% | +13.4% | -18.7% | -6.4% |
| 6M | +9.8% | +144.6% | -134.8% | +2.8% |
| YTD | +8.4% | +128.0% | -119.7% | +1.7% |
| 1Y | +41.2% | +68.7% | -27.5% | +34.1% |
| 3Y | +149.6% | +398.8% | -249.2% | +107.0% |
| 5Y | +142.6% | +87.3% | +55.3% | +94.8% |
| All | +239.8% | -9.0% | +248.8% | +174.3% |
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