-30.4%
INFY vs OSCR
-9.0%
-21.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -5.4% | +1.6% | -7.0% | -5.5% |
| 30D | -9.9% | +10.7% | -20.5% | -10.2% |
| 3M | -4.6% | +13.4% | -17.9% | -5.2% |
| 6M | -18.5% | +144.6% | -163.0% | -21.4% |
| YTD | -36.5% | +128.0% | -164.6% | -38.8% |
| 1Y | -32.8% | +68.7% | -101.4% | -34.6% |
| 3Y | -32.2% | +398.8% | -431.0% | -39.6% |
| 5Y | -44.7% | +87.3% | -131.9% | -51.5% |
| All | -30.4% | -9.0% | -21.4% | -34.7% |
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