+123.0%
IBM vs OSCR
+96.8%
+26.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +3.6% | +1.6% | +2.0% | +3.5% |
| 30D | +3.1% | +10.7% | -7.6% | +2.6% |
| 3M | -10.8% | +13.4% | -24.2% | -11.4% |
| 6M | -0.8% | +144.6% | -145.4% | -4.7% |
| YTD | -16.2% | +128.0% | -144.2% | -19.4% |
| 1Y | -2.9% | +68.7% | -71.5% | -5.8% |
| 3Y | +79.8% | +398.8% | -318.9% | +65.1% |
| All | +123.0% | +96.8% | +26.2% | +99.5% |
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