+154.0%
IBM vs OSCR
-11.8%
+165.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.8% | +7.2% | +3.5% |
| 7D | +3.6% | +4.7% | -1.2% | +3.4% |
| 30D | +1.5% | +14.8% | -13.2% | +1.0% |
| 3M | -12.9% | +16.7% | -29.6% | -13.5% |
| 6M | -3.9% | +127.5% | -131.4% | -7.0% |
| YTD | -17.3% | +121.0% | -138.4% | -20.0% |
| 1Y | -5.0% | +58.4% | -63.4% | -7.4% |
| 3Y | +78.2% | +392.4% | -314.2% | +65.9% |
| 5Y | +120.6% | +80.5% | +40.2% | +100.3% |
| All | +154.0% | -11.8% | +165.8% | +132.2% |
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