+231.1%
HOOD vs OSCR
+71.8%
+159.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -0.8% |
| 7D | +7.7% | +4.7% | +3.0% | +6.7% |
| 30D | +22.0% | +14.8% | +7.2% | +17.7% |
| 3M | +37.6% | +16.7% | +20.9% | +31.8% |
| 6M | +45.3% | +127.5% | -82.2% | +16.7% |
| YTD | +1.9% | +121.0% | -119.1% | -17.8% |
| 1Y | -2.7% | +58.4% | -61.1% | -16.6% |
| 3Y | +973.4% | +392.4% | +581.0% | +495.5% |
| 5Y | +179.3% | +80.5% | +98.8% | +33.2% |
| All | +231.1% | +71.8% | +159.3% | +63.4% |
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 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