+938.5%
HOOD vs OSCR
+401.8%
+536.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -7.8% | +1.6% | -9.4% | -8.2% |
| 30D | +18.6% | +10.7% | +7.9% | +16.0% |
| 3M | +22.1% | +13.4% | +8.7% | +18.4% |
| 6M | +43.1% | +144.6% | -101.5% | +17.9% |
| YTD | -0.5% | +128.0% | -128.5% | -17.1% |
| 1Y | -4.4% | +68.7% | -73.1% | -17.2% |
| 3Y | +938.5% | +398.8% | +539.7% | +586.1% |
| All | +938.5% | +401.8% | +536.6% | +586.1% |
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