+233.9%
GOOGL vs OSCR
-9.5%
+243.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | -2.8% | +1.1% | -3.9% | -2.9% |
| 30D | -3.2% | +16.5% | -19.7% | -4.2% |
| 3M | -6.6% | +17.0% | -23.6% | -7.8% |
| 6M | +8.5% | +145.0% | -136.5% | +1.6% |
| YTD | +6.5% | +126.7% | -120.3% | 0.0% |
| 1Y | +39.4% | +67.2% | -27.8% | +32.5% |
| 3Y | +146.2% | +405.1% | -258.9% | +104.0% |
| 5Y | +138.3% | +86.2% | +52.2% | +91.4% |
| All | +233.9% | -9.5% | +243.4% | +169.6% |
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